Ergodic Decomposition for Inverse Wishart Measures on Infinite Positive-Definite Matrices
The ergodic unitarily invariant measures on the space of infinite Hermitian matrices have been classified by Pickrell and Olshanski-Vershik. The much-studied complex inverse Wishart measures form a projective family, thus giving rise to a unitarily invariant measure on infinite positive-definite mat...
Saved in:
| Published in: | Symmetry, Integrability and Geometry: Methods and Applications |
|---|---|
| Date: | 2019 |
| Main Author: | |
| Format: | Article |
| Language: | English |
| Published: |
Інститут математики НАН України
2019
|
| Online Access: | https://nasplib.isofts.kiev.ua/handle/123456789/210228 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Journal Title: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Cite this: | Ergodic Decomposition for Inverse Wishart Measures on Infinite Positive-Definite Matrices / T. Assiotis // Symmetry, Integrability and Geometry: Methods and Applications. — 2019. — Т. 15. — Бібліогр.: 34 назв. — англ. |
Institution
Digital Library of Periodicals of National Academy of Sciences of Ukraine| _version_ | 1862660570859175936 |
|---|---|
| author | Assiotis, T. |
| author_facet | Assiotis, T. |
| citation_txt | Ergodic Decomposition for Inverse Wishart Measures on Infinite Positive-Definite Matrices / T. Assiotis // Symmetry, Integrability and Geometry: Methods and Applications. — 2019. — Т. 15. — Бібліогр.: 34 назв. — англ. |
| collection | DSpace DC |
| container_title | Symmetry, Integrability and Geometry: Methods and Applications |
| description | The ergodic unitarily invariant measures on the space of infinite Hermitian matrices have been classified by Pickrell and Olshanski-Vershik. The much-studied complex inverse Wishart measures form a projective family, thus giving rise to a unitarily invariant measure on infinite positive-definite matrices. In this paper, we completely solve the corresponding problem of ergodic decomposition for this measure.
|
| first_indexed | 2025-12-07T21:24:50Z |
| format | Article |
| fulltext | |
| id | nasplib_isofts_kiev_ua-123456789-210228 |
| institution | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| issn | 1815-0659 |
| language | English |
| last_indexed | 2025-12-07T21:24:50Z |
| publishDate | 2019 |
| publisher | Інститут математики НАН України |
| record_format | dspace |
| spelling | Assiotis, T. 2025-12-04T13:03:07Z 2019 Ergodic Decomposition for Inverse Wishart Measures on Infinite Positive-Definite Matrices / T. Assiotis // Symmetry, Integrability and Geometry: Methods and Applications. — 2019. — Т. 15. — Бібліогр.: 34 назв. — англ. 1815-0659 2010 Mathematics Subject Classification: 60B15; 60G55 arXiv: 1901.03117 https://nasplib.isofts.kiev.ua/handle/123456789/210228 https://doi.org/10.3842/SIGMA.2019.067 The ergodic unitarily invariant measures on the space of infinite Hermitian matrices have been classified by Pickrell and Olshanski-Vershik. The much-studied complex inverse Wishart measures form a projective family, thus giving rise to a unitarily invariant measure on infinite positive-definite matrices. In this paper, we completely solve the corresponding problem of ergodic decomposition for this measure. I would like to thank Alexei Borodin and Grigori Olshanski for some useful comments and pointers to the literature. Finally, I would like to thank the anonymous referees for a careful reading of the paper and a number of useful suggestions and remarks. Research supported by ERC Advanced Grant 740900 (LogCorRM). en Інститут математики НАН України Symmetry, Integrability and Geometry: Methods and Applications Ergodic Decomposition for Inverse Wishart Measures on Infinite Positive-Definite Matrices Article published earlier |
| spellingShingle | Ergodic Decomposition for Inverse Wishart Measures on Infinite Positive-Definite Matrices Assiotis, T. |
| title | Ergodic Decomposition for Inverse Wishart Measures on Infinite Positive-Definite Matrices |
| title_full | Ergodic Decomposition for Inverse Wishart Measures on Infinite Positive-Definite Matrices |
| title_fullStr | Ergodic Decomposition for Inverse Wishart Measures on Infinite Positive-Definite Matrices |
| title_full_unstemmed | Ergodic Decomposition for Inverse Wishart Measures on Infinite Positive-Definite Matrices |
| title_short | Ergodic Decomposition for Inverse Wishart Measures on Infinite Positive-Definite Matrices |
| title_sort | ergodic decomposition for inverse wishart measures on infinite positive-definite matrices |
| url | https://nasplib.isofts.kiev.ua/handle/123456789/210228 |
| work_keys_str_mv | AT assiotist ergodicdecompositionforinversewishartmeasuresoninfinitepositivedefinitematrices |