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Izvestiya: Mathematics, 2016, Volume 80, Issue 6, Pages 1118–1130
DOI: https://doi.org/10.1070/IM8467
(Mi im8467)
 

Radial parts of Haar measures and probability distributions on the space of rational matrix-valued functions

Yu. A. Neretinabcd

a University of Vienna
b State Scientific Center of the Russian Federation - Institute for Theoretical and Experimental Physics, Moscow
c Lomonosov Moscow State University
d Institute for Information Transmission Problems, Russian Academy of Sciences
References:
Abstract: We consider the space $\mathcal C$ of conjugacy classes of the unitary group $\mathrm U(n+m)$ with respect to a smaller unitary group $\mathrm U(m)$. It is known that to every element of $\mathcal C$ we can canonically assign a rational matrix-valued function (the Livshits characteristic function) on the Riemann sphere. We find an explicit expression for the natural measure on $\mathcal C$ obtained as the push-forward of the Haar measure of $\mathrm U(n+m)$ in terms of characteristic functions.
Keywords: inner functions, characteristic functions, Haar measure, Cayley transform, random functions.
Funding agency Grant number
Russian Science Foundation 14-50-00150
This work was supported by the Russian Science Foundation under grant no. 14-50-00150.
Received: 28.10.2015
Russian version:
Izvestiya Rossiiskoi Akademii Nauk. Seriya Matematicheskaya, 2016, Volume 80, Issue 6, Pages 127–140
DOI: https://doi.org/10.4213/im8467
Bibliographic databases:
Document Type: Article
UDC: 512.546.32+517.547.5+517.548.5
MSC: 47A48, 28C10, 15B52
Language: English
Original paper language: Russian
Citation: Yu. A. Neretin, “Radial parts of Haar measures and probability distributions on the space of rational matrix-valued functions”, Izv. RAN. Ser. Mat., 80:6 (2016), 127–140; Izv. Math., 80:6 (2016), 1118–1130
Citation in format AMSBIB
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\pages 127--140
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    Известия Российской академии наук. Серия математическая Izvestiya: Mathematics
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    References:46
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