Hyperdeterminantal point processes

dc.creatorEvans, Steven N.
dc.creatorGottlieb, Alex
dc.date2008-04-02
dc.date.accessioned2026-07-07T09:30:04Z
dc.date.available2026-07-07T09:30:04Z
dc.descriptionAs well as arising naturally in the study of non-intersecting random paths, random spanning trees, and eigenvalues of random matrices, determinantal point processes (sometimes also called fermionic point processes) are relatively easy to simulate and provide a quite broad class of models that exhibit repulsion between points. The fundamental ingredient used to construct a determinantal point process is a kernel giving the pairwise interactions between points: the joint distribution of any number of points then has a simple expression in terms of determinants of certain matrices defined from this kernel. In this paper we initiate the study of an analogous class of point processes that are defined in terms of a kernel giving the interaction between $2M$ points for some integer $M$. The role of matrices is now played by $2M$-dimensional "hypercubic" arrays, and the determinant is replaced by a suitable generalization of it to such arrays -- Cayley's first hyperdeterminant. We show that some of the desirable features of determinantal point processes continue to be exhibited by this generalization.
dc.description12 pages
dc.identifierhttps://arxiv.org/abs/0804.0450
dc.identifierhttp://arxiv.org/abs/0804.0450
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/158012
dc.subjectProbability
dc.subject15A15; 60G55; 15A60; 60E05
dc.titleHyperdeterminantal point processes
dc.typetext

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