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

DOI10.1016/J.AIM.2017.01.003MaRDI QIDQ507243zbMATH OpenOpenAlexFDO

Authors Yanqi Qiu

Publication date 3 February 2017

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

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

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)

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 $mathbb{R}^{\ast }$. The paper resolves a problem of Borodin and Olshanski.

Recommendations

• Infinite 𝑝-adic random matrices and ergodic decomposition of 𝑝-adic Hua measures
• Infinite random matrices and ergodic measures
• Ergodic decomposition for inverse Wishart measures on infinite positive-definite matrices
• scientific article; zbMATH DE number 4156664
• Infinite determinantal measures and the ergodic decomposition of infinite Pickrell measures. II: Convergence of infinite determinantal measures
• Infinite determinantal measures and the ergodic decomposition of infinite Pickrell measures. I: Construction of infinite determinantal measures
• On ergodicity coefficients of infinite stochastic matrices
• A decomposition theorem for infinite stochastic matrices
• Finiteness of ergodic unitarily invariant measures on spaces of infinite matrices

Cites work

• scientific article; zbMATH DE number 3181414 (Why is no real title available?)
• scientific article; zbMATH DE number 3686081 (Why is no real title available?)
• scientific article; zbMATH DE number 3600533 (Why is no real title available?)
• scientific article; zbMATH DE number 1022658 (Why is no real title available?)
• scientific article; zbMATH DE number 927360 (Why is no real title available?)
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• scientific article; zbMATH DE number 2212219 (Why is no real title available?)
• scientific article; zbMATH DE number 3081880 (Why is no real title available?)
• scientific article; zbMATH DE number 3107995 (Why is no real title available?)
• Determinantal random point fields
• Ergodic decomposition for measures quasi-invariant under a Borel action of an inductively compact group
• Ewens measures on compact groups and hypergeometric kernels
• Finiteness of ergodic unitarily invariant measures on spaces of infinite matrices
• Infinite determinantal measures and the ergodic decomposition of infinite Pickrell measures. I: Construction of infinite determinantal measures
• Infinite determinantal measures and the ergodic decomposition of infinite Pickrell measures. II: Convergence of infinite determinantal measures
• Infinite random matrices and ergodic measures
• Mackey analysis of infinite classical motion groups
• Separable representations for automorphism groups of infinite symmetric spaces
• The coincidence approach to stochastic point processes

Cited in

(19)

• Random entire functions from random polynomials with real zeros
• The boundary of the orbital beta process
• Infinite determinantal measures
• Hua-Pickrell diffusions and Feller processes on the boundary of the graph of spectra
• Equivalence of palm measures for determinantal point processes governed by Bergman kernels
• Moments of generalized Cauchy random matrices and continuous-Hahn polynomials
• Explicit expressions of the Hua-Pickrell semigroup
• On a distinguished family of random variables and Painlevé equations
• scientific article; zbMATH DE number 4156664 (Why is no real title available?)
• Joint moments of a characteristic polynomial and its derivative for the circular \(\beta \)-ensemble
• Infinite determinantal measures and the ergodic decomposition of infinite Pickrell measures. III: The infinite Bessel process as the limit of the radial parts of finite-dimensional projections of infinite Pickrell measures
• Convergence and an explicit formula for the joint moments of the circular Jacobi \(\beta\)-ensemble characteristic polynomial
• Ergodic decomposition for inverse Wishart measures on infinite positive-definite matrices
• Infinite 𝑝-adic random matrices and ergodic decomposition of 𝑝-adic Hua measures
• A matrix Bougerol identity and the Hua-Pickrell measures
• The explicit formulae for scaling limits in the ergodic decomposition of infinite Pickrell measures
• Finiteness of ergodic unitarily invariant measures on spaces of infinite matrices
• Infinite determinantal measures and the ergodic decomposition of infinite Pickrell measures. II: Convergence of infinite determinantal measures
• Infinite determinantal measures and the ergodic decomposition of infinite Pickrell measures. I: Construction of infinite determinantal measures

This page was built for publication: Infinite random matrices \& ergodic decomposition of finite and infinite Hua-Pickrell measures

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q507243)