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 |
| Main Author: | |
| Format: | Article |
| Language: | English |
| Published: |
Інститут математики НАН України
2019
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| Online Access: | https://nasplib.isofts.kiev.ua/handle/123456789/210228 |
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| 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. |