Philip Kennerberg: Simulation of interpolating determinantal point processes

A determinantal process is a form of point process with correlation functions given by determinants of some integral kernel. In this master thesis some of the preliminary theory of point processes is reviewed before introducing the notion of a determinantal process. In the article "Determinantal Processes and Independence", by Hough, Krishnapur, Peres and Virág (Probability Surveys, Vol.3 2006), some very interesting results were presented. One result was an algorithm for simulating so-called determinantal projection processes, another was on how one can study distributions of non-projection processes using stochastic projection kernels. The aforementioned algorithm is studied and "closed-form" expressions are derived. Some processes that interpolate between different determinantal processes are introduced. Using the algorithm, these processes are then simulated to study the interpolation.