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Yanqi Qiu

Publications and source records attributed to Yanqi Qiu.

54 records · Page 3Linked to original sources
arXiv2017

Conditional measures of generalized Ginibre point processes

The main result of this paper is that conditional measures of generalized Ginibre point processes, with respect to the configuration in the complement of a bounded open subset on $\mathbb{C}$, are orthogonal polynomial ensembles with weights found explicitly. An especially simple formula for conditional measures is obtained in the particular case of radially-symmetric determinantal point processes, including the classical Ginibre point process.

math.PR↗
arXiv2017

Equivalence of Palm measures for determinantal point processes governed by Bergman kernels

For a determinantal point process induced by the reproducing kernel of the weighted Bergman space $A^2(U, ω)$ over a domain $U \subset \mathbb{C}^d$, we establish the mutual absolute continuity of reduced Palm measures of any order provided that the domain $U$ contains a non-constant bounded holomorphic function. The result holds in all dimensions. The argument uses the $H^\infty(U)$-module structure of $A^2(U, ω)$. A corollary is the quasi-invariance of our determinantal point process under the natural action of the group of compactly supported diffeomorphisms of $U$.

math.PR↗
arXiv2017

Rigid stationary determinantal processes in non-Archimedean fields

Let $F$ be a non-discrete non-Archimedean local field. For any subset $S\subset F$ with finite Haar measure, there is a stationary determinantal point process on $F$ with correlation kernel $\widehat{\mathbb{1}}_S(x-y)$, where $\widehat{\mathbb{1}}_S$ is the Fourier transform of the indicator function $\mathbb{1}_S$. In this note, we give a geometrical condition on the subset $S$, such that the associated determinantal point process is rigid in the sense of Ghosh and Peres. Our geometrical condition is very different from the Euclidean case.

math.PR↗
arXiv2016

Determinantal point processes associated with Hilbert spaces of holomorphic functions

We study determinantal point processes on $\mathbb{C}$ induced by the reproducing kernels of generalized Fock spaces as well as those on the unit disc $\mathbb{D}$ induced by the reproducing kernels of generalized Bergman spaces. In the first case, we show that all reduced Palm measures $\textit{of the same order}$ are equivalent. The Radon-Nikodym derivatives are computed explicitly using regularized multiplicative functionals. We also show that these determinantal point processes are rigid in the sense of Ghosh and Peres, hence reduced Palm measures $\textit{of different orders}$ are singular. In the second case, we show that all reduced Palm measures, $\textit{of all orders}$, are equivalent. The Radon-Nikodym derivatives are computed using regularized multiplicative functionals associated with certain Blaschke products. The quasi-invariance of these determinantal point processes under the group of diffeomorphisms with compact supports follows as a corollary.

math.PR↗
arXiv2016

Linear rigidity of stationary stochastic processes

We consider stationary stochastic processes $X_n$, $n\in \mathbb{Z}$ such that $X_0$ lies in the closed linear span of $X_n$, $n\neq 0$; following Ghosh and Peres, we call such processes linearly rigid. Using a criterion of Kolmogorov, we show that it suffices, for a stationary stochastic process to be rigid, that the spectral density vanish at zero and belong to the Zygmund class $Λ_{*}(1)$. We next give sufficient condition for stationary determinantal point processes on $\mathbb{Z}$ and on $\mathbb{R}$ to be rigid. Finally, we show that the determinantal point process on $\mathbb{R}^2$ induced by a tensor square of Dyson sine-kernels is $\textit{not}$ linearly rigid.

math.PR↗
arXiv2016

Ergodic measures and infinite matrices of finite rank

Let $O(\infty)$ and $U(\infty)$ be the inductively compact infinite orthogonal group and infinite unitary group respectively. The classifications of ergodic probability measures with respect to the natural group action of $O(\infty)\times O(m)$ on $\mathrm{Mat}(\mathbb{N}\times m, \mathbb{R})$ and that of $U(\infty)\times U(m)$ on $\mathrm{Mat}(\mathbb{N}\times m, \mathbb{C})$ are due to Olshanski. The original proofs for these results are based on the asymptotic representation theory. In this note, by applying the Vershik-Kerov method, we propose a simple method for obtaining these two classifications, making it accessible to pure probabilists.

math.PR↗
arXiv2016

Ergodic measures on infinite skew-symmetric matrices over non-Archimedean local fields

Let $F$ be a non-discrete non-Archimedean locally compact field such that the characteristic $\mathrm{ch}(F)\ne 2$ and let $\mathcal{O}_F$ be the ring of integers in $F$. The main results of this paper are Theorem 1.2 that classifies ergodic probability measures on the space $\mathrm{Skew}(\mathbb{N}, F)$ of infinite skew-symmetric matrices with respect to the natural action of the group $\mathrm{GL}(\infty,\mathcal{O}_F)$ and Theorem 1.4, that gives an unexpected natural correspondence between the set of $\mathrm{GL}(\infty,\mathcal{O}_F)$-invariant Borel probability measures on $\mathrm{Sym}(\mathbb{N}, F)$ with the set of $\mathrm{GL}(\infty,\mathcal{O}_F) \times \mathrm{GL}(\infty,\mathcal{O}_F)$-invariant Borel probability measures on the space $\mathrm{Mat}(\mathbb{N}, F)$ of infinite matrices over $F$.

math.DS↗
arXiv2016

Ergodic measures on spaces of infinite matrices over non-Archimedean locally compact fields

Let $F$ be a non-discrete non-Archimedean locally compact field and $\mathcal{O}_F$ the ring of integers in $F$. The main results of this paper are Theorem 1.2 that classifies ergodic probability measures on the space $\mathrm{Mat}(\mathbb{N}, F)$ of infinite matrices with enties in $F$ with respect to the natural action of the group $\mathrm{GL}(\infty,\mathcal{O}_F) \times \mathrm{GL}(\infty,\mathcal{O}_F)$ and Theorem 1.6 that, for non-dyadic $F$, classifies ergodic probability measures on the space $\mathrm{Sym}(\mathbb{N}, F)$ of infinite symmetric matrices with respect to the natural action of the group $\mathrm{GL}(\infty,\mathcal{O}_F)$.

math.DS↗
arXiv2016

Truncation of Haar random matrices in $\mathrm{GL}_N(\mathbb{Z}_m)$

The asymptotic law of the truncated $S\times S$ random submatrix of a Haar random matrix in $\mathrm{GL}_N(\mathbb{Z}_m)$ as $N$ goes to infinity is obtained. The same result is also obtained when $\mathbb{Z}_m$ is replaced by any commutative compact local ring whose maximal ideal is topologically closed.

math.PR↗
arXiv2015

$J$-Hermitian determinantal point processes: balanced rigidity and balanced Palm equivalence

We study Palm measures of determinantal point processes with $J$-Hermitian correlation kernels. A point process $\mathbb{P}$ on the punctured real line $\mathbb{R}^* = \mathbb{R}_{+} \sqcup \mathbb{R}_{-}$ is said to be $\textit{balanced rigid}$ if for any precompact subset $B\subset \mathbb{R}^*$, the $\textit{difference}$ between the numbers of particles of a configuration inside $B\cap \mathbb{R}_{+}$ and $B\cap \mathbb{R}_{-}$ is almost surely determined by the configuration outside $B$. The point process $\mathbb{P}$ is said to have the $\textit{balanced Palm equivalence property}$ if any reduced Palm measure conditioned at $2n$ distinct points, $n$ in $\mathbb{R}_{+}$ and $n$ in $\mathbb{R}_{-}$, is equivalent to the $\mathbb{P}$. We formulate general criteria for determinantal point processes with $J$-Hermitian correlation kernels to be balanced rigid and to have the balanced Palm equivalence property and prove, in particular, that the determinantal point processes with Whittaker kernels of Borodin and Olshanski are balanced rigid and have the balanced Palm equivalence property.

math.PR↗
arXiv2014

Infinite Random Matrices and Ergodic decomposition of Finite or Infinite Hua-Pickrell measures

The ergodic decomposition of a family of Hua-Pickrell measures on the space of infinite Hermitian matrices is studied. Firstly, we show that the ergodic components of Hua-Pickrell probability measures have no Gaussian factors, this extends a result of Alexei Borodin and Grigori Olshanski. Secondly, we show that the sequence of asymptotic eigenvalues of Hua-Pickrell random matrices is balanced in certain sense and has a "principal value" coincides with the $γ_1$ parameter of ergodic components. This allow us to complete the program of Borodin and Olshanski on the description of the ergodic decomposition of Hua-Pickrell probability measures. Finally, we extend the aforesaid results to the case of infinite Hua-Pickrell measues. By using the theory of $σ$-finite infinite determinantal measures recently introduced by A. I. Bufetov, we are able to identify the ergodic decomposition of Hua-Pickrell infinite measures to some explicit $σ$-finite determinantal measures on the space of point configurations in $\mathbb{R}^*$. The paper resolves a problem of Borodin and Olshanski.

math.FA↗
arXiv2013

On the effect of rearrangement on complex interpolation for families of Banach spaces

We give a new proof to show that the complex interpolation for families of Banach spaces is not stable under rearrangement of the given family on the boundary, although, by a result due to Coifman, Cwikel, Rochberg, Sagher and Weiss, it is stable when the latter family takes only 2 values. The non-stability for families taking 3 values was first obtained by Cwikel and Janson. Our method links this problem to the theory of matrix-valued Toeplitz operator and we are able to characterize all the transformations on $\T$ that are invariant for complex interpolation at 0, they are precisely the origin-preserving inner functions.

math.FA↗
arXiv2013

Completely bounded Paley projections on anisotropic Sobolev spaces on tori

We study the existence of certain completely bounded Paley projection on the anisotropic Sobolev spaces on tori. Our result should be viewed as a generalization of a similar result obtained by Pełczy{ń}ski and Wojciechowski. By a transference method, we obtain similar results on the Sobolev spaces on quantum tori.

math.OA↗
arXiv2013

On the $\text{OUMD}$ property for the column Hilbert space $C$

The operator space $\text{OUMD}$ property was introduced by Pisier in the context of vector-valued noncommutative $L_p$-spaces. It is an open problem whether the column Hilbert space has this property. Based on some complex interpolation techniques, we are able to relate this problem to the study of the $\text{OUMD}_q$ property for non-commutative $L_p$-spaces.

math.FA↗
arXiv2012

On the \text{UMD} constants for a class of iterated $L_p(L_q)$ spaces

Let $1 < p \neq q < \infty $ and $(D, μ) = (\{\pm 1\}, 1/2 δ_{-1} + 1/2 δ_1)$. Define by recursion: $X_0 = \C$ and $X_{n+1} = L_p(μ; L_q(μ; X_n))$. In this paper, we show that there exist $c_1=c_1(p, q)>1$ depending only on $p, q$ and $ c_2 = c_2(p, q, s)$ depending on $p, q, s$, such that the $\text{UMD}_s$ constants of $X_n$'s satisfy $c_1^n \leq C_s(X_n) \leq c_2^n$ for all $1 < s < \infty$. Similar results will be showed for the analytic $\text{UMD}$ constants. We mention that the first super-reflexive non-$\text{UMD}$ Banach lattices were constructed by Bourgain. Our results yield another elementary construction of super-reflexive non-$\text{UMD}$ Banach lattices, i.e. the inductive limit of $X_n$, which can be viewed as iterating infinitely many times $L_p(L_q)$.

math.FA↗