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

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dc.contributor.authorAssiotis, T.
dc.date.accessioned2025-12-04T13:03:07Z
dc.date.issued2019
dc.description.abstractThe 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.
dc.description.sponsorshipI 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).
dc.identifier.citationErgodic 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.
dc.identifier.doihttps://doi.org/10.3842/SIGMA.2019.067
dc.identifier.issn1815-0659
dc.identifier.other2010 Mathematics Subject Classification: 60B15; 60G55
dc.identifier.otherarXiv: 1901.03117
dc.identifier.urihttps://nasplib.isofts.kiev.ua/handle/123456789/210228
dc.language.isoen
dc.publisherІнститут математики НАН України
dc.relation.ispartofSymmetry, Integrability and Geometry: Methods and Applications
dc.statuspublished earlier
dc.titleErgodic Decomposition for Inverse Wishart Measures on Infinite Positive-Definite Matrices
dc.typeArticle

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Symmetry, Integrability and Geometry: Methods and Applications, 2019, том 15, випуск за цей рік