Determinantal point processes are characterized by a special structural property of the correlation functions: they are given by minors of a correlation kernel. However, unlike the correlation functions themselves, this kernel is not defined intrinsically, and the same determinantal process can be generated by many different kernels. The non-uniqueness of a correlation kernel causes difficulties in studying determinantal processes.
We propose a formalism which allows to find a distinguished correlation kernel under certain additional assumptions. The idea is to exploit a connection between determinantal processes and quasifree states on CAR, the algebra of canonical anticommutation relations.
We prove that the formalism applies to discrete N-point orthogonal polynomial ensembles and to some of their large-N limits including the discrete sine process and the determinantal processes with the discrete Hermite, Laguerre, and Jacobi kernels investigated by Alexei Borodin and the author in [Commun. Math. Phys. 353 (2017), 853-903; arXiv:1608.01564]. As an application we resolve the equivalence/disjointness dichotomy for some of those processes.
Determinantal point processes on a measure space X whose kernels represent trace class Hermitian operators on L^2(X) are associated to "quasifree" density operators on the Fock space over L^2(X).
We construct a canonical embedding of the space $L^2$ over a determinantal point process to the fermionic Fock space. Equivalently, we show that a determinantal process is the spectral measure for some explicit commutative group of Gaussian operators in the fermionic Fock space.
The $α$-determinant is a one-parameter generalisation of the standard determinant, with $α=-1$ corresponding to the determinant, and $α=1$ corresponding to the permanent. In this paper a simple limit procedure to construct $α$-determinantal point processes out of fermionic processes is examined. The procedure is illustrated for a model of $N$ free fermions in a harmonic potential. When the system is in the ground state, the rescaled correlation functions converge for large $N$ to determinants (of the sine kernel in the bulk and the Airy kernel at the edges). We analyse the point processes asso…
The Papangelou intensities of determinantal (or fermion) point processes are investigated. These exhibit a monotonicity property expressing the repulsive nature of the interaction, and satisfy a bound implying stochastic domination by a Poisson point process. We also show that determinantal point processes satisfy the so-called condition $(Σ_λ)$ which is a general form of Gibbsianness. Under a continuity assumption, the Gibbsian conditional probabilities can be identified explicitly.
We study mesoscopic linear statistics for a class of determinantal point processes which interpolates between Poisson and Gaussian Unitary Ensemble statistics. These processes are obtained by modifying the spectrum of the correlation kernel of the GUE eigenvalue process. An example of such a system comes from considering the distribution of non-colliding Brownian motions in a cylindrical geometry, or a grand canonical ensemble of free fermions in a quadratic well at positive temperature. When the scale of the modification of the spectrum of the GUE kernel, related to the size of the cylinder o…
As 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 th…
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 $L^2(D)$. Moreover, any determinantal process can be represented as a mixture of determinantal projection processes. We give a simple explanation for these known facts,…
Our work deals with symmetric rational functions and probabilistic models based on the fully inhomogeneous six vertex (ice type) model satisfying the free fermion condition. Two families of symmetric rational functions $F_λ,G_λ$ are defined as certain partition functions of the six vertex model, with variables corresponding to row rapidities, and the labeling signatures $λ=(λ_1\ge \ldots\ge λ_N)\in \mathbb{Z}^N$ encoding boundary conditions. These symmetric functions generalize Schur symmetric polynomials, as well as some of their variations, such as factorial and supersymmetric Schur polynomi…
Some fifty years ago, in her seminal PhD thesis, Odile Macchi introduced permanental and determinantal point processes. Her initial motivation was to provide models for the set of detection times in fundamental bosonic or fermionic optical experiments, respectively. After two rather quiet decades, these point processes have quickly become standard examples of point processes with nontrivial, yet tractable, correlation structures. In particular, determinantal point processes have been since the 1990s a technical workhorse in random matrix theory and combinatorics, and a standard model for repul…
The analogy between determinantal point processes (DPPs) and free fermionic calculi is well-known. We point out that, from the perspective of free fermionic algebras, Pfaffian point processes (PfPPs) naturally emerge, and show that a positive contraction acting on a "doubled" one-particle space with an additional structure defines a unique PfPP. Recently, Olshanski inverted the direction from free fermions to DPPs, proposed a scheme to construct a fermionic state from a quasi-invariant probability measure, and introduced the notion of perfectness of a probability measure. We propose a method t…
We study a system of $N$ non-interacting spin-less fermions trapped in a confining potential, in arbitrary dimensions $d$ and arbitrary temperature $T$. The presence of the trap introduces an edge where the average density of fermions vanishes. Far from the edge, near the center of the trap (the so called "bulk regime"), physical properties of the fermions have traditionally been understood using the Local Density Approximation. However, this approximation drastically fails near the edge where the density vanishes. In this paper we show that, even near the edge, novel universal properties emer…
We establish an exact mapping between (i) the equilibrium (imaginary time) dynamics of non-interacting fermions trapped in a harmonic potential at temperature $T=1/β$ and (ii) non-intersecting Ornstein-Uhlenbeck (OU) particles constrained to return to their initial positions after time $β$. Exploiting the determinantal structure of the process we compute the universal correlation functions both in the bulk and at the edge of the trapped Fermi gas. The latter corresponds to the top path of the non-intersecting OU particles, and leads us to introduce and study the time-periodic Airy$_2$ process,…
The Macdonald process is a stochastic process on the collection of partitions that is a $(q,t)$-deformed generalization of the Schur process. In this paper, we approach the Macdonald process identifying the space of symmetric functions with a Fock representation of a Heisenberg algebra. By using the free field realization of operators diagonalized by the Macdonald symmetric functions, we propose a method of computing several correlation functions with respect to the Macdonald process. It is well-known that expectation value of several observables for the Macdonald process admit determinantal e…
In Part I (G.Olshanski, math.RT/9804086) and Part II (A.Borodin, math.RT/9804087) we developed an approach to certain probability distributions on the Thoma simplex. The latter has infinite dimension and is a kind of dual object for the infinite symmetric group. Our approach is based on studying the correlation functions of certain related point stochastic processes. In the present paper we consider the so-called tail point processes which describe the limit behavior of the Thoma parameters (coordinates on the Thoma simplex) with large numbers. The tail processes turn out to be stationary proc…
We revisit the periodic Schur process introduced by Borodin in 2007. Our contribution is threefold. First, we provide a new simpler derivation of its correlation functions via the free fermion formalism. In particular, we shall see that the process becomes determinantal by passing to the grand canonical ensemble, which gives a physical explanation to Borodin's "shift-mixing" trick. Second, we consider the edge scaling limit in the simplest nontrivial case, corresponding to a deformation of the poissonized Plancherel measure on partitions. We show that the edge behavior is described, in a certa…
Given a positive definite, bounded linear operator $A$ on the Hilbert space $\mathcal{H}_0:=l^2(E)$, we consider a reproducing kernel Hilbert space $\mathcal{H}_+$ with a reproducing kernel $A(x,y)$. Here $E$ is any countable set and $A(x,y)$, $x,y\in E$, is the representation of $A$ w.r.t. the usual basis of $\mathcal{H}_0$. Imposing further conditions on the operator $A$, we also consider another reproducing kernel Hilbert space $\mathcal{H}_-$ with a kernel function $B(x,y)$, which is the representation of the inverse of $A$ in a sense, so that $\mathcal{H}_-\supset\mathcal{H}_0\supset\math…
