Monte Carlo methods on compact complex manifolds using Bergman kernels - Archive ouverte HAL
Pré-Publication, Document De Travail Année : 2024

Monte Carlo methods on compact complex manifolds using Bergman kernels

Résumé

In this paper, we propose a new randomized method for numerical integration on a compact complex manifold with respect to a continuous volume form. Taking for quadrature nodes a suitable determinantal point process, we build an unbiased Monte Carlo estimator of the integral of any Lipschitz function, and show that the estimator satisfies a central limit theorem, with a faster rate than under independent sampling. In particular, seeing a complex manifold of dimension $d$ as a real manifold of dimension $d_\R=2d$, the mean squared error for $N$ quadrature nodes decays as $N^{-1-2/d_{\mathbb{R}}}$; this is faster than previous DPP-based quadratures and reaches the optimal worst-case rate investigated by [Bakhvalov 1965] in Euclidean spaces. The determinantal point process we use is characterized by its kernel, which is the Bergman kernel of a holomorphic Hermitian line bundle, and we strongly build upon the work of Berman that led to the central limit theorem in [Berman, 2018]. We provide numerical illustrations for the Riemann sphere.
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Dates et versions

hal-04575374 , version 1 (14-05-2024)

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  • HAL Id : hal-04575374 , version 1

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Thibaut Lemoine, Rémi Bardenet. Monte Carlo methods on compact complex manifolds using Bergman kernels. 2024. ⟨hal-04575374⟩
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