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Zapiski Nauchnykh Seminarov POMI, 2021, Volume 507, Pages 15–25
(Mi znsl7158)
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This article is cited in 1 scientific paper (total in 1 paper)
A generalized Maxwell–Poincaré lemma and Wishart measures
A. M. Vershikabc, F. V. Petrovac a St. Petersburg Department of Steklov Mathematical Institute of Russian Academy of Sciences
b Institute for Information Transmission Problems of the Russian Academy of Sciences (Kharkevich Institute), Moscow
c Saint Petersburg State University
Abstract:
We get a series of degenerate Wishart measures on the space of infinite Hermitian matrices by directly passing to a limit of a sequence of orbital invariant measures on the Stiefel manifold.
Key words and phrases:
Wishart measures, Stiefel manifold, concentration of measure.
Received: 03.11.2021
Citation:
A. M. Vershik, F. V. Petrov, “A generalized Maxwell–Poincaré lemma and Wishart measures”, Representation theory, dynamical systems, combinatorial methods. Part XXXIII, Zap. Nauchn. Sem. POMI, 507, POMI, St. Petersburg, 2021, 15–25
Linking options:
https://www.mathnet.ru/eng/znsl7158 https://www.mathnet.ru/eng/znsl/v507/p15
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Abstract page: | 146 | Full-text PDF : | 60 | References: | 22 |
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