Efficient simulation of the Ginibre point process

Laurent Decreusefond, Ian Flint, Anaïs Vergne

Published 2013-10-02, updated 2013-10-04Version 2

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.