J. Ben Hough, Graduate StudentThe "hole probability" that the zero set of the time dependent planar Gaussian analytic function
where an(t) are i.i.d. complex valued Ornstein-Uhlenbeck processes, does not intersect a disk of radius R for all 0≤t≤T decays like exp(-T exp(cR2)). This result sharply differentiates the zero set of f from a number of canonical evolving planar point processes. For example, the hole probability of the perturbed lattice model {π1/2 (m,n) + c xm,n: m,n integers} where xm,n are i.i.d. Ornstein-Uhlenbeck processes decays like exp(-cTR4). This stark contrast is also present in the "overcrowding probability" that a disk of radius R contains at least N zeros for all 0≤t≤T.
Figure 1: The zero set of f( ,t) (left) and the perturbed lattice model, conditioned to have a hole of radius 5.
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 D is a sum of independent Bernoulli random variables, with parameters which are eigenvalues of the relevant operator on L2(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.
Figure 2: Samples of translation invariant point processes in the plane: Poisson (left), determinantal (center) and permanental.
Determinantal processes exhibit repulsion, while permanental processes exhibit clumping.
Let Rn be the radius of the largest disk covered after n steps of a simple random walk. We prove that almost surely limsupn ® ¥(log Rn)2
A random heap consists of a collection of particles with "+" and "-" charges distributed over the lattice Zm × Z+