Spectral Theory of Determinantal Random Fields

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Autore principale: SÉRGIO DE ANDRADE, PAULO
Natura: Recurso digital
Pubblicazione: Zenodo 2025
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author SÉRGIO DE ANDRADE, PAULO
author_facet SÉRGIO DE ANDRADE, PAULO
contents Determinantal random fields, also known as determinantal point processes (DPPs), are a class of stochastic models that arise naturally in various fields, including random matrix theory, quantum mechanics, and machine learning. A key characteristic of these processes is that their correlation functions are expressed as determinants of a matrix constructed from a single function, the correlation kernel. This inherent structure endows them with strong negative correlations, or repulsion, between points. This paper provides a comprehensive exploration of the spectral theory associated with these fields. We investigate the fundamental connection between the spectral properties of the integral operator defined by the correlation kernel and the statistical behavior of the random field. Specifically, we demonstrate how the eigenvalues and eigenfunctions of this operator govern key probabilistic quantities such as point densities, gap probabilities, and number fluctuations. The analysis covers the foundational mathematical framework, reviews canonical examples arising from random matrix theory such as the sine, Airy, and Bessel kernels, and discusses the universality phenomena observed in the scaling limits. By leveraging tools from operator theory and Fredholm determinants, this work elucidates how a spectral perspective provides a unified and powerful approach to understanding the complex structure and universal laws governing determinantal random fields.
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spellingShingle Spectral Theory of Determinantal Random Fields
SÉRGIO DE ANDRADE, PAULO
Determinantal random fields, also known as determinantal point processes (DPPs), are a class of stochastic models that arise naturally in various fields, including random matrix theory, quantum mechanics, and machine learning. A key characteristic of these processes is that their correlation functions are expressed as determinants of a matrix constructed from a single function, the correlation kernel. This inherent structure endows them with strong negative correlations, or repulsion, between points. This paper provides a comprehensive exploration of the spectral theory associated with these fields. We investigate the fundamental connection between the spectral properties of the integral operator defined by the correlation kernel and the statistical behavior of the random field. Specifically, we demonstrate how the eigenvalues and eigenfunctions of this operator govern key probabilistic quantities such as point densities, gap probabilities, and number fluctuations. The analysis covers the foundational mathematical framework, reviews canonical examples arising from random matrix theory such as the sine, Airy, and Bessel kernels, and discusses the universality phenomena observed in the scaling limits. By leveraging tools from operator theory and Fredholm determinants, this work elucidates how a spectral perspective provides a unified and powerful approach to understanding the complex structure and universal laws governing determinantal random fields.
title Spectral Theory of Determinantal Random Fields
url https://doi.org/10.5281/zenodo.17681338