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Efficient simulation of the Ginibre point process

Abstract : The Ginibre point process is one of the main examples of deter- minantal point processes on the complex plane. It forms a recurring model in stochastic matrix theory as well as in pratical applications. However, this model has mostly been studied from a probabilistic point of view in the fields of stochastic matrices and determinantal point processes, and thus using the Ginibre process to model random phenomena is a topic which is for the most part unexplored. In order to obtain a determinantal point process more suited for simulation, we introduce a modified version of the classical kernel. Then, we compare three different methods to simulate the Ginibre point process and discuss the most efficient one depending on the application at hand.
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Contributor : Ian Flint <>
Submitted on : Thursday, October 3, 2013 - 5:13:31 PM
Last modification on : Wednesday, March 31, 2021 - 1:52:08 PM
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  • HAL Id : hal-00869259, version 2
  • ARXIV : 1310.0800



Laurent Decreusefond, Ian Flint, Anaïs Vergne. Efficient simulation of the Ginibre point process. Journal of Applied Probability, Cambridge University press, 2015, 52 (4), pp.~. ⟨hal-00869259v2⟩



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