paper

Efficient simulation of the Ginibre point process

arXiv:1310.0800 · doi:10.1239/jap/1450802749

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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