Ergodic Decomposition for Inverse Wishart Measures on Infinite Positive-Definite Matrices

• Published in: Symmetry, Integrability and Geometry: Methods and Applications
• Date: 2019
• Main Author: Assiotis, T.
• Format: Article
• Language: English
• Published: Інститут математики НАН України 2019
• Online Access: https://nasplib.isofts.kiev.ua/handle/123456789/210228
• 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.

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...