Infinite random matrices \& ergodic decomposition of finite and infinite Hua-Pickrell measures

DOI10.1016/J.AIM.2017.01.003zbMATH Open1407.60011arXiv1410.1167OpenAlexW2582274611MaRDI QIDQ507243FDOQ507243

Authors: Yanqi Qiu 

Publication date: 3 February 2017

Published in: Advances in Mathematics (Search for Journal in Brave)

Abstract: The ergodic decomposition of a family of Hua-Pickrell measures on the space of infinite Hermitian matrices is studied. Firstly, we show that the ergodic components of Hua-Pickrell probability measures have no Gaussian factors, this extends a result of Alexei Borodin and Grigori Olshanski. Secondly, we show that the sequence of asymptotic eigenvalues of Hua-Pickrell random matrices is balanced in certain sense and has a "principal value" coincides with the $gamm{a}_1$ parameter of ergodic components. This allow us to complete the program of Borodin and Olshanski on the description of the ergodic decomposition of Hua-Pickrell probability measures. Finally, we extend the aforesaid results to the case of infinite Hua-Pickrell measues. By using the theory of $sigma$-finite infinite determinantal measures recently introduced by A. I. Bufetov, we are able to identify the ergodic decomposition of Hua-Pickrell infinite measures to some explicit $sigma$-finite determinantal measures on the space of point configurations in $mathbb{R}^{*}$. The paper resolves a problem of Borodin and Olshanski.

Full work available at URL: https://arxiv.org/abs/1410.1167

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zbMATH Keywords

determinantal point processrandom matricesorthogonal polynomialsergodic decompositionHua-Pickrell measuresinfinite determinantal measure

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45)

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Cited In (18)

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• The explicit formulae for scaling limits in the ergodic decomposition of infinite Pickrell measures
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