Ergodic decomposition for inverse Wishart measures on infinite positive-definite matrices

DOI10.3842/SIGMA.2019.067zbMath1448.60012arXiv1901.03117OpenAlexW2911025538MaRDI QIDQ2330842

Theodoros Assiotis

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

zbMATH Keywords

orthogonal polynomialsergodic measuresinfinite random matricesinverse Wishart measures

Mathematics Subject Classification ID

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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