\(O(\infty)\)- and \(\mathrm{Sp}(\infty)\)-invariant ergodic measures on the spaces of infinite antisymmetric and quaternionic antihermitian matrices (Q2628959)

\textit{G. Ol'shanskij} and \textit{A. Vershik} obtained an ergodic theorem for inductive limits of compact groups [in: Contemporary mathematical physics. F. A. Berezin memorial volume. Transl. ed. by A. B. Sossinsky. Providence, RI: American Mathematical Society. 137--175 (1996; Zbl 0853.22016)], in particular permitting ergodic measures for actions of such a group to be approximated by sequences of orbit measures. Here the method is applied to give a classification of ergodic measures for the infinite orthogonal and infinite symplectic group acting by conjugations on the spaces of infinite real anti-symmetric and infinite quaternionic anti-hermitian matrices. The approach uses results of \textit{Harish-Chandra} [Am. J. Math. 79, 87--120 (1957; Zbl 0072.01901)] to construct Fourier expansions explicitly.