6,051 research outputs found

    Determinantal Processes and Independence

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    We give a probabilistic introduction to determinantal and permanental point processes. Determinantal processes arise in physics (fermions, eigenvalues of random matrices) and in combinatorics (nonintersecting paths, random spanning trees). They have the striking property that the number of points in a region DD is a sum of independent Bernoulli random variables, with parameters which are eigenvalues of the relevant operator on L2(D)L^2(D). Moreover, any determinantal process can be represented as a mixture of determinantal projection processes. We give a simple explanation for these known facts, and establish analogous representations for permanental processes, with geometric variables replacing the Bernoulli variables. These representations lead to simple proofs of existence criteria and central limit theorems, and unify known results on the distribution of absolute values in certain processes with radially symmetric distributions.Comment: Published at http://dx.doi.org/10.1214/154957806000000078 in the Probability Surveys (http://www.i-journals.org/ps/) by the Institute of Mathematical Statistics (http://www.imstat.org

    Quantum Statistical Field Theory and Combinatorics

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    This is a set of review notes on combinatorial aspects of Bosonic quantum field theory. We collect together several related issues concerning moments of distributions, moments of stochastic processes and Ito's formula, and Green's functions and cumulant moments in quantum field theory.Comment: 50 pages, several figures, extended notes with up-dated reference

    Interference alignment for the MIMO interference channel

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    We study vector space interference alignment for the MIMO interference channel with no time or frequency diversity, and no symbol extensions. We prove both necessary and sufficient conditions for alignment. In particular, we characterize the feasibility of alignment for the symmetric three-user channel where all users transmit along d dimensions, all transmitters have M antennas and all receivers have N antennas, as well as feasibility of alignment for the fully symmetric (M=N) channel with an arbitrary number of users. An implication of our results is that the total degrees of freedom available in a K-user interference channel, using only spatial diversity from the multiple antennas, is at most 2. This is in sharp contrast to the K/2 degrees of freedom shown to be possible by Cadambe and Jafar with arbitrarily large time or frequency diversity. Moving beyond the question of feasibility, we additionally discuss computation of the number of solutions using Schubert calculus in cases where there are a finite number of solutions.Comment: 16 pages, 7 figures, final submitted versio

    Random Matrices with Slow Correlation Decay

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    We consider large random matrices with a general slowly decaying correlation among its entries. We prove universality of the local eigenvalue statistics and optimal local laws for the resolvent away from the spectral edges, generalizing the recent result of [arXiv:1604.08188] to allow slow correlation decay and arbitrary expectation. The main novel tool is a systematic diagrammatic control of a multivariate cumulant expansion.Comment: 41 pages, 1 figure. We corrected a typo in (4.1b

    Moments and central limit theorems for some multivariate Poisson functionals

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    This paper deals with Poisson processes on an arbitrary measurable space. Using a direct approach, we derive formulae for moments and cumulants of a vector of multiple Wiener-It\^o integrals with respect to the compensated Poisson process. Second, a multivariate central limit theorem is shown for a vector whose components admit a finite chaos expansion of the type of a Poisson U-statistic. The approach is based on recent results of Peccati et al.\ combining Malliavin calculus and Stein's method, and also yields Berry-Esseen type bounds. As applications, moment formulae and central limit theorems for general geometric functionals of intersection processes associated with a stationary Poisson process of kk-dimensional flats in Rd\R^d are discussed
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