6,051 research outputs found
Determinantal Processes and Independence
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
is a sum of independent Bernoulli random variables, with parameters which
are eigenvalues of the relevant operator on . 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
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
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
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
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 -dimensional flats in are discussed
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