The boundary of the orbital beta process

zbMATH Open1473.60113arXiv1905.08684MaRDI QIDQ5155010FDOQ5155010

Authors: Theodoros Assiotis, Joseph Najnudel 

Publication date: 5 October 2021

Abstract: The unitarily invariant probability measures on infinite Hermitian matrices have been classified by Pickrell, and by Olshanski and Vershik. This classification is equivalent to determining the boundary of a certain inhomogeneous Markov chain with given transition probabilities. This formulation of the problem makes sense for general $$-ensembles when one takes as the transition probabilities the Dixon-Anderson conditional probability distribution. In this paper we determine the boundary of this Markov chain for any $$, also giving in this way a new proof of the classical $$ case. Finally, as a by-product of our results we obtain alternative proofs of the almost sure convergence of the rescaled Hua-Pickrell and Laguerre $$-ensembles to the general $$ Hua-Pickrell and $$ Bessel point processes respectively.

Full work available at URL: https://arxiv.org/abs/1905.08684

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zbMATH Keywords

beta ensemblesergodic measuresinfinite random matricesboundary of Markov chains

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Strong limit theorems (60F15) Discrete-time Markov processes on general state spaces (60J05) Boundary theory for Markov processes (60J50)

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Cited In (13)

• Operator level limit of the circular Jacobi \(\beta \)-ensemble
• Convergence and an explicit formula for the joint moments of the circular Jacobi \(\beta\)-ensemble characteristic polynomial
• Universal objects of the infinite beta random matrix theory
• On the moments of the partition function of the \(C\beta E\) field
• Anti-concentration applied to roots of randomized derivatives of polynomials
• Matrix addition and the Dunkl transform at high temperature
• Joint moments of a characteristic polynomial and its derivative for the circular \(\beta \)-ensemble
• On the Dotsenko–Fateev complex twin of the Selberg integral and its extensions
• Infinite 𝑝-adic random matrices and ergodic decomposition of 𝑝-adic Hua measures
• Limits of Bessel functions for root systems as the rank tends to infinity
• Universal behavior of the corners of orbital beta processes
• Random entire functions from random polynomials with real zeros
• The bead process for beta ensembles

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