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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)
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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
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    		Symmetry, Integrability and Geometry: Methods and Applications
     
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