Equivalent symmetric kernels of determinantal point processes
Marco Stevens

TL;DR
This paper classifies all transformations of symmetric kernels in determinantal point processes that leave their correlation functions unchanged, providing a comprehensive understanding of kernel equivalences.
Contribution
It provides a complete classification of kernel transformations that preserve correlation functions in symmetric determinantal point processes.
Findings
Identifies all kernel transformations preserving correlation functions.
Establishes conditions for kernel equivalence in symmetric determinantal processes.
Enhances understanding of kernel non-uniqueness in determinantal point processes.
Abstract
Determinantal point processes are point processes whose correlation functions are given by determinants of matrices. The entries of these matrices are given by one fixed function of two variables, which is called the kernel of the point process. It is well-known that there are different kernels that induce the same correlation functions. We classify all the possible transformations of a kernel that leave the induced correlation functions invariant, restricting to the case of symmetric kernels.
Peer Reviews
No public reviews on file for this paper yet. If you reviewed it on a platform where reviews are public (OpenReview, ICLR, NeurIPS, ICML), you can paste yours below so the community can read it here.
Videos
No videos yet. Explain this paper in a talk, walkthrough, or lecture? Add one.
Equivalent symmetric kernels of determinantal point processes
Marco Stevens
KU Leuven, Department of Mathematics, Celestijnenlaan 200B box 2400, 3001 Leuven, Belgium. E-mail: [email protected]
Abstract
Determinantal point processes are point processes whose correlation functions are given by determinants of matrices. The entries of these matrices are given by one fixed function of two variables, which is called the kernel of the point process. It is well-known that there are different kernels that induce the same correlation functions. We classify all the possible transformations of a kernel that leave the induced correlation functions invariant, restricting to the case of symmetric kernels.
1 Introduction and main result
Point processes appear in a wide variety of mathematical subjects that model the random behaviour of a discrete set of points, such as random matrix theory. Determinantal point processes [1, 5, 8] exhibit a particularly convenient algebraic and analytic structure that allows a rich analysis. Such processes are characterized by the fact that their correlation functions are of a determinantal form. To be more precise, if we write for the correlation function of a certain given point process on some measure space , then there is a function such that for any and any tuple , we have
[TABLE]
Here, is a suitable field, and is called the correlation kernel of the point process. For most (if not all) practical purposes, the field is either the set of real or complex numbers.
The question that we (partially) answer in this paper is the following: to what extent is the correlation kernel unique? In other words, given a certain function , can we classify all the functions such that we have
[TABLE]
for all and all tuples ? If and are related as in (1.1), we call and equivalent kernels. In answering this question, we regard the functions and as mere functions, not as kernels of determinantal point processes, although this is the original interest. Furthermore, we neglect the measure space structure of and just consider as a set. For what follows, it is mostly unimportant which field is; only the case where has characteristic 2 needs more care. Unless otherwise specified, is an arbitrary field. Before one is interested in making a classification, one should know some natural examples.
Example 1.1**.**
If is a function, define
[TABLE]
Then equation (1.1) is fulfilled because of the basic identity for any matrix , where is the transpose of . We refer to this transformation as transposition.
Example 1.2**.**
For a slightly more involved example, take a function and define
[TABLE]
Evaluating both sides of (1.1) as sums over permutations, one sees that and are equivalent. We call this transformation the conjugation transformation and the conjugation function.
Remark 1.3**.**
The essential property of the conjugation transformation is the fact that the 2-variable function is an example of a cocycle; that means that for all and all tuples , one has that
[TABLE]
If is an arbitrary cocycle, then one can define
[TABLE]
and similarly as for the conjugation transformation conclude that and are equivalent. However, one easily shows that for any cocycle , there is a function such that . Simply choose any point and define . Therefore, the a priori more general cocycle transformation (1.4) does not yield anything new.
The transposition and conjugation transformations are canonical; in fact, the conjecture [3] is the following.
Conjecture 1.4**.**
If and are equivalent kernels as in (1.1), then they can be transformed into one another by transposition and conjugation transformations.
There is no known strategy to solve this conjecture in its full generality. However, if one considers primary examples of determinantal point processes, one observes that many of their kernels are in fact symmetric, which means that for all . This is true for the Christoffel-Darboux kernel associated to a sequence of orthogonal polynomials, but also for the Sine, Airy and Bessel kernel that arise as universal kernels for the asymptotic behaviour in random matrices and related subjects [1, 2, 4, 5, 7, 8, 9].
Therefore, we restrict our analysis to the case where both and are symmetric. Of course, in the case that and are symmetric, the matrices that appear in (1.1) are symmetric as well, so the transposition transformation that is discussed in Example 1.1 now trivializes to the identity. It is also not possible to use every conjugation function without violating the symmetry: up to overall scalar multiplication, the only conjugation functions that one can take are those that take values in . Our main result says precisely that the conjugation transformations are the only possible transformations that yield an equivalent kernel.
Theorem 1.5**.**
Suppose that is a set, let be a field and let be symmetric kernels. Then and are equivalent (i.e., equation (1.1) holds) if and only if there is a conjugation function such that (1.2) holds.
We note that by the above one of the implications in this statement is clear; the existence of the conjugation function such that (1.2) holds implies that the kernels and are equivalent. The main point of the proof of this theorem is hence to construct the conjugation function for any given pair of equivalent kernels and .
Remark 1.6**.**
If is a field of characteristic 2, then . In this case, the conjugation transformation also trivializes, and Theorem 1.5 actually states that two symmetric kernels and are equivalent if and only if . Fields with characteristic 2 need special attention in what follows; see Corollary 2.4 and in the proof of Proposition 4.1.
Remark 1.7**.**
Note that the set is precisely the set of all elements that are their own inverse. We use this characterization of later on.
Remark 1.8**.**
The conjugation function that establishes (1.2) is not unique. Namely, if one would define , one immediately sees that is also a suitable conjugation function. In Remark 5.1, we give a complete classification of all the conjugation functions that yield the same conjugation transformation.
Remark 1.9**.**
Our main theorem can be formulated in terms of group actions. Namely, observe that the set
[TABLE]
is a group under pointwise multiplication. This group acts on the space
[TABLE]
of symmetric kernels via the conjugation transformation (1.2). The fact that conjugation transformations yield equivalent kernels then means that an orbit of this group action lies within one and the same equivalence class of the equivalence relation (1.1), i.e., we have the natural surjection
[TABLE]
where denotes the equivalence relation given by (1.1). Theorem 1.5 makes this stronger, by stating that this surjection is in fact an isomorphism, i.e., that the orbits of the action of are precisely the equivalence classes of (1.1).
The rest of this article is concerned with the proof of Theorem 1.5 and the structure of the text reveals the steps in the proof. In Section 2 we study a pair of equivalent symmetric kernels and derive their first shared properties. Most importantly, we define a function that plays a similar role as the cocycle in (1.4), but is only defined on an appropriate subset of . In order to deal with the fact that this function is not defined on all elements of , we introduce (what we call) the equivalent kernel graph in Section 3. There, we also recall some notation and concepts from graph theory. Subsequently, in Section 4, we prove the analogue of the defining condition (1.3) of cocycles for the function in terms of the equivalent kernel graph. Finally, in Section 5, we show that this condition implies the existence of a conjugation function such that (1.2) holds, and thereby we prove the remaining implication in the statement of Theorem 1.5.
2 The transition function
Throughout the rest of this article, we assume that and are equivalent symmetric kernels, i.e., that (1.1) holds. The goal of the rest of this article is to show that and are in fact related by a conjugation transformation. This assumption implies the following fundamental lemma.
Lemma 2.1**.**
For all , we have that
[TABLE]
Proof.
For (2.1), let and specify (1.1) to the case . For (2.2), we specify to the case and , to obtain
[TABLE]
Now use the symmetry of both and and (2.1) to obtain that (2.2) holds. ∎
The relation (2.2) motivates the following definition.
Definition 2.2**.**
The zero set of the two equivalent kernels and is given by
[TABLE]
Furthermore, the function is defined by
[TABLE]
and is called the transition function from to .
To prove Theorem 1.5, we show that the transition function satisfies (most of) the properties of the cocycle as in Remark 1.3. The main issue for this is the fact that the transition function is only defined on . Hence the cocycle condition (1.3) that holds for any tuple should be replaced by only requiring that
[TABLE]
whenever all the factors are defined; this is what we prove in Section 4 and what is the main ingredient for the proof of our main theorem in Section 5. To work properly with the domain where all factors of (2.5) are defined, we introduce the equivalent kernel graph in Section 3. Now, we first state the basic properties of the transition function. For this, we note that by the symmetry of and , we have that is symmetric, in the sense that if and only if .
Lemma 2.3**.**
Suppose that and are equivalent symmetric kernels and let be the transition function from to as in (2.4). Then we have that
[TABLE]
Proof.
The symmetry follows directly from the symmetry of and and the definition (2.4) of the transition function. By (2.2) it follows that for all , we have . Therefore, by Remark 1.7, . The last statement of the lemma follows directly from (2.1). ∎
We can immediately deduce the following if has characteristic 2.
Corollary 2.4**.**
If has characteristic 2, and are equivalent symmetric kernels, then .
Proof.
Since in we have that , we have that for all by Lemma 2.3. From this, by (2.4) it immediately follows that . ∎
3 The equivalent kernel graph
As mentioned above, we introduce a graph to deal with the fact that the transition function is only defined on points .
Definition 3.1**.**
The equivalent kernel graph is an undirected graph with the elements of as vertices and an edge between and if and only if , i.e., if .
Note that in the definition of , the requirement of the existence of an edge between and is symmetrical in and , precisely since and are symmetric kernels. Furthermore, in the situation that , the graph is a complete graph.
Since the notation and nomenclature that are used in graph theory varies from source to source, we explicitly state some of the notions as we use them. For this, let be any graph. A path from to in is a finite vector such that and , and there is an edge between and in . We call the length of the path . A simple path is a path with distinct vertices, possibly except the starting and ending point. A cycle in a point is a path from to itself. Then naturally, a simple cycle is a path that is both simple and a cycle.
If is a simple cycle, then is called chordless if every edge that connects two vertices in the cycle is already in the cycle itself. More explicitly, is chordless if the existence of an edge between and implies that , or .
Remark 3.2**.**
The equivalent kernel graph is defined precisely in such a way that all factors in the left hand side of (2.5) are defined if and only if is a cycle in . Therefore, the cocycle condition (1.3) is replaced by a requirement for all cycles in the graph , see Proposition 4.1.
4 The analogue of the cocycle condition
For any path in the graph , we define
[TABLE]
and similarly we define and for any path.
Proposition 4.1**.**
For any cycle in the equivalent kernel graph , we have .
Proof.
Note that if has characteristic 2, then this result is trivial by Corollary 2.4. For the rest of this proof we therefore assume that does not have characteristic 2.
Now let be a cycle in the equivalent kernel graph . We prove by induction on the length that . For , we have and hence by (2.8). This establishes the induction basis.
Now suppose that and we have proven that for all cycles of length . There are three different cases that cover all possibilities:
is not a simple cycle; 2. 2.
is a simple cycle, but not chordless; 3. 3.
is a chordless simple cycle.
We show that in all three cases, we have that , which together establishes the induction step. We already note in advance that we only need the induction hypothesis for the first two cases.
The first case.
If is not a simple cycle, then there are two integers and such that and . Then define two new cycles:
[TABLE]
[TABLE]
We have that and are both cycles since , and the length of both and are strictly smaller than , so by the induction hypothesis . Furthermore, by rearranging the factors in the defining equation (4.1), we see that
[TABLE]
which concludes the proof for this case.
The second case.
If is a simple cycle that is not chordless, there are two integers and such that , , and is an edge in . Again, we define two new cycles
[TABLE]
[TABLE]
It is clear that the lengths of and are both smaller than and hence by the induction hypothesis. We note that is not an edge in , but appears in both and , in opposite directions. Furthermore, the rest of the edges in appear precisely once in either or , but not in both. These make up all edges of and , whence by the definition (4.1) we have
[TABLE]
by rearranging the factors. By Lemma 2.3 we know that
[TABLE]
and by combining all this we conclude that too.
The third case.
If is a chordless simple cycle, we prove that , which is equivalent to , by construction of . For this, we do not need the induction hypothesis, but we extract the necessary information from the equation (1.1) for the tuple . Namely, we expand both sides of the equation as sums over permutations, such that we get
[TABLE]
Since is a chordless simple cycle, the permutation only contributes to these sums if and only if and are either equal or neighbours in the cycle , for all ; otherwise one of the factors is zero. This means that there are only two types of permutations contributing to these sums:
has only - or -cycles. 2. 2.
or .
If is of the first type, it in fact only contributes if all 2-cycles connect two neighbours in . Independent of this, if is of the first type, we can apply (2.1) and (2.2) to all cycles of , such that we obtain
[TABLE]
If we subtract these contributions from (4.2), we only have the contributions of the permutations and on both sides of the equation. In fact, by symmetry of and , these two contributions are the same, and we exactly arrive at . Since does not have characteristic 2, we therefore have that , which concludes the proof. ∎
5 Proof of Theorem 1.5
Using Proposition 4.1, we can now prove our main result. Note that in the proof the function is constructed similarly as the function in Remark 1.3.
Proof of Theorem 1.5.
To prove the existence of the function such that (1.2) holds, we construct the function separately on the connected components of the equivalent kernel graph . Namely, for every connected component of the equivalent kernel graph , we construct a function such that for every that satisfy , we have that . Then, if we denote the connected component that contains a vertex by , we can define by . To see that this function satisfies (1.2), we observe that if , then , and hence (1.2) certainly holds for . If we have , then and are in the same connected component (say ) of and hence
[TABLE]
whence (1.2) holds for all . That proves Theorem 1.5.
Therefore, we are left to consider a connected component of and to construct the function with the above properties. For this, fix a vertex in . Now, take any vertex in and any path from to . We claim that the value of is independent of the path , i.e., if is another path from to , then . For this, suppose that has length and that has the length and consider the path
[TABLE]
Indeed, this is a path precisely because and in fact is a cycle in . Therefore, we have
[TABLE]
by Proposition 4.1, so , by Remark 1.7 and (2.7). Then we can define
[TABLE]
since this is independent of the choice of the path from to . Now, suppose that such that . Then, take any path from to . Such a path exists since and are in the same connected component of . Next, define
[TABLE]
which is a path from to . Then
[TABLE]
so, since is its own inverse, we have that
[TABLE]
as desired. This concludes the proof. ∎
Remark 5.1**.**
We can now give a complete answer to the question regarding the uniqueness of , which was already addressed in Remark 1.8. Namely, if one takes a connected component and defines , then satisfies the same conditions as . Hence, one can ‘change the sign’ on all of the connected components separately. In fact, these are all the possible transformations that yield the same conjugation transformation. Namely, if one fixes the sign for the base point of a connected component, then that fixes the sign for all neighbouring points of . By induction this fixes the sign on the whole connected component . Hence, the possible choices of conjugation functions are labelled by the set of all functions , where denotes the set of connected components of .
Acknowledgements
I would like to thank Alexander Bufetov for introducing this interesting problem to me and for the discussions that followed. I am also grateful to Niels Bonneux and Arno Kuijlaars for carefully reading the manuscript. I am supported by EOS project 30889451 of the Flemish Science Foundation (FWO), the Belgian Interuniversity Attraction Pole P07/18 and partly by the long term structural funding-Methusalem grant of the Flemish Government.
The reference list from the paper itself. Each links out to its DOI / PubMed record.
- 1[1] Borodin, A. (2011). Determinantal point processes. In G. Akemann, J. Baik and P. Di Francesco (Eds.), Oxford Handbook of Random Matrix Theory (pp. 231-249), Oxford: Oxford Univ. Press.
- 2[2] Bufetov, A. I. (2016). Rigidity of determinantal point processes with the Airy, the Bessel and the Gamma kernel. Bulletin of Mathematical Sciences , 6(1), 163-172.
- 3[3] Bufetov, A. I. (2017). Personal communication.
- 4[4] Deift, P., Kriecherbauer, T., Mc Laughlin, K.T.R., Venakides, S. and Zhou, X. (1999). Strong asymptotics of orthogonal polynomials with respect to exponential weights. Communications on Pure and Applied Mathematics , 52(12), 1491-1552.
- 5[5] Johansson, K. (2006). Random Matrices and Determinantal Processes. In A. Bovier, et al. (Eds.), Mathematical Statistical Physics (pp. 1-55). Amsterdam: Elsevier B.V.
- 6[6] Johansson, K. (2018). Edge fluctuations of limit shapes. In Jerison D. et al. (Eds.), Current Developments in Mathematics 2016 (pp. 47-110), Somerville, MA: International Press.
- 7[7] Kuijlaars, A. B. J., Mc Laughlin, K.T.R., Van Assche, W. and Vanlessen, M. (2004). The Riemann-Hilbert approach to strong asymptotics for orthogonal polynomials on [ − 1 , 1 ] 1 1 [-1,1] . Advances in Mathematics , 188(2), 337-398.
- 8[8] Soshnikov, A. (2000). Determinantal random point fields. Russian Mathematical Surveys , 55(5), 923-975.
