Finiteness of ergodic unitarily invariant measures on spaces of infinite matrices

DOI10.5802/AIF.2867zbMATH Open1322.37002arXiv1108.2737OpenAlexW2963099918MaRDI QIDQ486779FDOQ486779

Authors: Alexander I. Bufetov 

Publication date: 16 January 2015

Published in: Annales de l’institut Fourier (Search for Journal in Brave)

Abstract: The main result of this note, Theorem 2, is the following: a Borel measure on the space of infinite Hermitian matrices, that is invariant under the action of the infinite unitary group and that admits well-defined projections onto the quotient space of "corners" of finite size, must be finite. A similar result, Theorem 1, is also established for unitarily invariant measures on the space of all infinite complex matrices. These results, combined with the ergodic decomposition theorem of [3], imply that the infinite Hua-Pickrell measures of Borodin and Olshanski [2] have finite ergodic components. The proof is based on the approach of Olshanski and Vershik [6]. First, it is shown that if the sequence of orbital measures assigned to almost every point is weakly precompact, then our ergodic measure must indeed be finite. The second step, which completes the proof, shows that if a unitarily-invariant measure admits well-defined projections onto the quotient space of finite corners, then for almost every point the corresponing sequence of orbital measures is indeed weakly precompact.

Full work available at URL: https://arxiv.org/abs/1108.2737

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zbMATH Keywords

weak compactnessclassification of ergodic measuresinfinite-dimensional Lie groupsorbital measures

Mathematics Subject Classification ID

General groups of measure-preserving transformations and dynamical systems (37A15) General groups of measure-preserving transformations (28D15)

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Cited In (14)

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• Unitarily invariant ergodic matrices and free probability
• Infinite determinantal measures
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• Ergodic decomposition for inverse Wishart measures on infinite positive-definite matrices
• A matrix Bougerol identity and the Hua-Pickrell measures
• \(O(\infty)\)- and \(\mathrm{Sp}(\infty)\)-invariant ergodic measures on the spaces of infinite antisymmetric and quaternionic antihermitian matrices
• Finite ergodic index and asymmetry for infinite measure preserving actions
• Quasiregular representations of the infinite-dimensional nilpotent group
• Ergodic measures on spaces of infinite matrices over non-Archimedean locally compact fields
• The boundary of the orbital beta process
• Infinite random matrices and ergodic measures
• A Palm hierarchy for determinantal point processes with the confluent hypergeometric kernel, which resolves the problem of harmonic analysis on the infinite-dimensional unitary group
• Infinite random matrices \& ergodic decomposition of finite and infinite Hua-Pickrell measures

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