Ergodic decomposition for inverse Wishart measures on infinite positive-definite matrices
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Publication:2330842
DOI10.3842/SIGMA.2019.067zbMath1448.60012arXiv1901.03117OpenAlexW2911025538MaRDI QIDQ2330842
Publication date: 23 October 2019
Published in: SIGMA. Symmetry, Integrability and Geometry: Methods and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1901.03117
Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15)
Related Items (7)
Infinite 𝑝-adic random matrices and ergodic decomposition of 𝑝-adic Hua measures ⋮ Convergence and an explicit formula for the joint moments of the circular Jacobi \(\beta\)-ensemble characteristic polynomial ⋮ A generalized Maxwell-Poincaré lemma and Wishart measures ⋮ On a distinguished family of random variables and Painlevé equations ⋮ The boundary of the orbital beta process ⋮ Random entire functions from random polynomials with real zeros ⋮ Matrix Kesten recursion, inverse-Wishart ensemble and fermions in a Morse potential
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