Zeros of Gaussian Analytic Functions and Determinantal Point Processes

Hough, J. Ben; Krishnapur, Manjunath; Peres, Yuval; Virag, Balint

ISBN 10: 0821843737 / ISBN 13: 9780821843734

Published by American Mathematical Society, US, 2009

About this Item

The book examines in some depth two important classes of point processes, determinantal processes and 'Gaussian zeros', i.e., zeros of random analytic functions with Gaussian coefficients. These processes share a property of 'point-repulsion', where distinct points are less likely to fall close to each other than in processes, such as the Poisson process, that arise from independent sampling. Nevertheless, the treatment in the book emphasizes the use of independence: for random power series, the independence of coefficients is key; for determinantal processes, the number of points in a domain is a sum of independent indicators, and this yields a satisfying explanation of the central limit theorem (CLT) for this point count. Another unifying theme of the book is invariance of considered point processes under natural transformation groups. The book strives for balance between general theory and concrete examples. On the one hand, it presents a primer on modern techniques on the interface of probability and analysis. On the other hand, a wealth of determinantal processes of intrinsic interest are analyzed; these arise from random spanning trees and eigenvalues of random matrices, as well as from special power series with determinantal zeros. The material in the book formed the basis of a graduate course given at the IAS-Park City Summer School in 2007; the only background knowledge assumed can be acquired in first-year graduate courses in analysis and probability.

Seller Inventory # LU-9780821843734

Bibliographic Details

• Title: Zeros of Gaussian Analytic Functions and Determinantal Point Processes
• Publisher: American Mathematical Society, US
• Publication Date: 2009
• Language: English
• ISBN 10: 0821843737
• ISBN 13: 9780821843734
• Binding: Paperback
• Condition: New
• Weight: 311 grams

About this title

Synopsis

Material presented here formed the basis of a graduate course given at the IAS-Park City Summer School in 2007, offering a primer on modern techniques on the interface of probability and analysis. With chapter exercises and b&w illustrations, the book is appropriate as a text for graduate students in probability, analysis, and mathematical physics. No familiarity with physics is assumed, but readers should have first-year graduate knowledge of analysis and probability. Striving for balance between general theory and concrete examples, the book adopts a probabilistic perspective, stressing the invariance of considered point processes under natural transformation groups. Chapters cover Gaussian analytic functions (GAFs), joint intensities, determinantal point processes, the hyperbolic GAF, a determinantal zoo, and large deviations for zeros. In the final chapter on dynamics and allocation to random zeros, a method is presented by which the zero set of the hyperbolic Gaussian analytic function (GAF) can be made into a time-homogeneous Markov process. The audience for the book is composed of graduate students and research mathematicians interested in random processes and their relationship to complex analysis. Hough is affiliated with HBK Capital Management. There is no subject index. Annotation ©2009 Book News, Inc., Portland, OR (booknews.com)