Infinite random matrices and ergodic measures
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Publication:5953695
DOI10.1007/S002200100529zbMATH Open0987.60020arXivmath-ph/0010015OpenAlexW2083587735MaRDI QIDQ5953695FDOQ5953695
Authors: Alexei Borodin, G. I. Olshanskii 
Publication date: 27 January 2002
Published in: Communications in Mathematical Physics (Search for Journal in Brave)
Abstract: We introduce and study a 2-parameter family of unitarily invariant probability measures on the space of infinite Hermitian matrices. We show that the decomposition of a measure from this family on ergodic components is described by a determinantal point process on the real line. The correlation kernel for this process is explicitly computed. At certain values of parameters the kernel turns into the well-known sine kernel which describes the local correlation in Circular and Gaussian Unitary Ensembles. Thus, the random point configuration of the sine process is interpreted as the random set of ``eigenvalues of infinite Hermitian matrices distributed according to the corresponding measure.
Full work available at URL: https://arxiv.org/abs/math-ph/0010015
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spectral measureCayley transformergodic measuressine kernelspectra of random matricesDyson circular unitary ensemble
Probability theory on algebraic and topological structures (60B99) Stochastic processes (60G99) Equilibrium statistical mechanics (82B99) Measure and integration (28-XX)
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- On the Fredholm determinant of the confluent hypergeometric kernel with discontinuities
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- A note on Wall's modification of the Schur algorithm and linear pencils of Jacobi matrices
- Conditional Haar measures on classical compact groups
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