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...
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| Published in: | Symmetry, Integrability and Geometry: Methods and Applications |
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| Date: | 2019 |
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| Format: | Article |
| Language: | English |
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Інститут математики НАН України
2019
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| Online Access: | https://nasplib.isofts.kiev.ua/handle/123456789/210228 |
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| 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. |
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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 |
| institution |
Digital Library of Periodicals of National Academy of Sciences of Ukraine |
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DSpace DC |
| title |
Ergodic Decomposition for Inverse Wishart Measures on Infinite Positive-Definite Matrices |
| spellingShingle |
Ergodic Decomposition for Inverse Wishart Measures on Infinite Positive-Definite Matrices Assiotis, T. |
| title_short |
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_sort |
ergodic decomposition for inverse wishart measures on infinite positive-definite matrices |
| author |
Assiotis, T. |
| author_facet |
Assiotis, T. |
| publishDate |
2019 |
| language |
English |
| container_title |
Symmetry, Integrability and Geometry: Methods and Applications |
| publisher |
Інститут математики НАН України |
| format |
Article |
| 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.
|
| issn |
1815-0659 |
| url |
https://nasplib.isofts.kiev.ua/handle/123456789/210228 |
| 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. |
| work_keys_str_mv |
AT assiotist ergodicdecompositionforinversewishartmeasuresoninfinitepositivedefinitematrices |
| first_indexed |
2025-12-07T21:24:50Z |
| last_indexed |
2025-12-07T21:24:50Z |
| _version_ |
1850886261362917376 |