Symmetry, Integrability and Geometry: Methods and Applications
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive
Impact factor

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS


SIGMA:
Year:
Volume:
Issue:
Page:
Find




Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register

Symmetry, Integrability and Geometry: Methods and Applications, 2019, Volume 15, 067, 24 pp.
DOI: https://doi.org/10.3842/SIGMA.2019.067 (Mi sigma1503) 		 
This article is cited in 6 scientific papers (total in 6 papers)

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

Theodoros Assiotis

Mathematical Institute, University of Oxford, Oxford, OX2 6GG, UK
Full-text PDF (496 kB) Citations (6)
References:
PDF
HTML
DOI: https://doi.org/10.3842/SIGMA.2019.067
Abstract: 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.
Keywords: infinite random matrices, ergodic measures, inverse Wishart measures, orthogonal polynomials.
Funding agency Grant number
European Research Council 740900
Research supported by ERC Advanced Grant 740900 (LogCorRM).
Received: April 8, 2019; in final form September 4, 2019; Published online September 11, 2019
Bibliographic databases:
Document Type: Article
MSC: 60B15, 60G55
Language: English
Citation: Theodoros Assiotis, “Ergodic Decomposition for Inverse Wishart Measures on Infinite Positive-Definite Matrices”, SIGMA, 15 (2019), 067, 24 pp.
Citation in format AMSBIB
\Bibitem{Ass19}
\by Theodoros~Assiotis
\paper Ergodic Decomposition for Inverse Wishart Measures on Infinite Positive-Definite Matrices
\jour SIGMA
\yr 2019
\vol 15
\papernumber 067
\totalpages 24
\mathnet{http://mi.mathnet.ru/sigma1503}
\crossref{https://doi.org/10.3842/SIGMA.2019.067}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=000485987900001}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-85073377709}
Linking options:
  • https://www.mathnet.ru/eng/sigma1503
  • https://www.mathnet.ru/eng/sigma/v15/p67
    • This publication is cited in the following 6 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Symmetry, Integrability and Geometry: Methods and Applications
    Statistics & downloads:
    Abstract page:116
    Full-text PDF :56
    References:15
     
      Contact us:
    		  Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024