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In mathematics, a determinantal point process is a stochastic point process, the probability distribution of which is characterized as a determinant of some function. Such processes arise as important tools in random matrix theory, combinatorics, and physics. ==Definition== Let be a locally compact Polish space and be a Radon measure on . Also, consider a measurable function ''K'':Λ2 → ℂ. We say that is a determinantal point process on with kernel if it is a simple point process on with a joint intensity or ''correlation function'' (which is the derivative of its factorial moment measure) given by : for every ''n'' ≥ 1 and ''x''1, . . . , ''x''''n'' ∈ Λ.〔 Hough, J. B., Krishnapur, M., Peres, Y., and Virág, B., Zeros of Gaussian analytic functions and determinantal point processes. University Lecture Series, 51. American Mathematical Society, Providence, RI, 2009.〕 抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)』 ■ウィキペディアで「Determinantal point process」の詳細全文を読む スポンサード リンク
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