Finiteness of ergodic unitarily invariant measures on spaces of infinite matrices (Q486779)

Let \(\mathrm{Mat}(\mathbb{N}, \mathbb{C})\) be the space of all infinite matrices with complex entries, and \(\mathrm{U}(\infty)\) be the infinite unitary group. The group \(\mathrm{U}(\infty)\times \mathrm{U}(\infty)\) acts on \(\mathrm{Mat}(\mathbb{N},\mathbb{C})\) by multiplication on both sides. For \(m\in \mathbb{N}\) denote by \(\mathfrak{F}(m;\mathrm{Mat}(\mathbb{N},\mathbb{C}))\) the space of Borel measures \(\nu\) on \(\mathrm{Mat}(\mathbb{N},\mathbb{C})\) such that for any \(R>0\) we have \[ \nu\left({z\in \mathrm{Mat}(\mathbb{N},\mathbb{C}):\max_{i,j m} |z_i,j|<R}\right)<{+\infty}. \] Theorem 1.1. If a \(\mathrm{U}(\infty)\times \mathrm{U}(\infty)\)-invariant Borel measure from the class \(\mathfrak{F}(m; \mathrm{Mat}(\mathbb{N},\mathbb{C}))\) is ergodic then it is finite. A similar result holds for infinite Hermitian matrices \(H\subset \mathrm{Mat}(\mathbb{N},\mathbb{C})\). The group \(\mathrm{U}(\infty)\) acts on \(H\) by conjugation. For \(m\in \mathbb{N}\) denote as \(\mathfrak{F}(m,H)\) the space of Borel measures \(\nu\) on \(H\) such that for any \(R>0\) we have \[ \nu\left({h\in H:\max_{i m,j m} |h_{ij}| R}\right)<\infty. \] The main result of the paper is the following. Theorem 1.3. If a \(\mathrm{U}(\infty)\)-invariant measure from the class \(\mathfrak{F}(m,H)\) is ergodic, then it is finite.