Harmonic analysis on the infinite-dimensional unitary group and determinantal point processes

DOI10.4007/ANNALS.2005.161.1319zbMATH Open1082.43003arXivmath/0109194OpenAlexW2133997199MaRDI QIDQ815035FDOQ815035

G. I. Olshanskii, Alexei Borodin

Publication date: 8 February 2006

Published in: Annals of Mathematics. Second Series (Search for Journal in Brave)

Abstract: The infinite-dimensional unitary group U(infinity) is the inductive limit of growing compact unitary groups U(N). In this paper we solve a problem of harmonic analysis on U(infinity) stated in the previous paper math/0109193. The problem consists in computing spectral decomposition for a remarkable 4-parameter family of characters of U(infinity). These characters generate representations which should be viewed as analogs of nonexisting regular representation of U(infinity). The spectral decomposition of a character of U(infinity) is described by the spectral measure which lives on an infinite-dimensional space Omega of indecomposable characters. The key idea which allows us to solve the problem is to embed Omega into the space of point configurations on the real line without 2 points. This turns the spectral measure into a stochastic point process on the real line. The main result of the paper is a complete description of the processes corresponding to our concrete family of characters. We prove that each of the processes is a determinantal point process. That is, its correlation functions have determinantal form with a certain kernel. Our kernels have a special `integrable' form and are expressed through the Gauss hypergeometric function. In simpler situations of harmonic analysis on infinite symmetric group and harmonic analysis of unitarily invariant measures on infinite hermitian matrices similar results were obtained in our papers math/9810015, math/9904010, math-ph/0010015.

Full work available at URL: https://arxiv.org/abs/math/0109194

zbMATH Keywords

determinantal point processspectral measuregroup representationinfinite-dimensional unitary groupcorrelation kernel\(ZW\)-measurecontinuous point process

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Representations of groups, semigroups, etc. (aspects of abstract harmonic analysis) (43A65) Infinite-dimensional Lie groups and their Lie algebras: general properties (22E65) Measures on groups and semigroups, etc. (43A05) Analysis on other specific Lie groups (43A80)

Cited In (72)

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• Markov evolutions in spatial ecology: from microscopic dynamics to kinetics
• Quantized Vershik-Kerov theory and quantized central measures on branching graphs
• On the boundary of the group of transformations leaving a~measure quasi-invariant
• Particle-hole transformation in the continuum and determinantal point processes
• A quantization of the harmonic analysis on the infinite-dimensional unitary group
• Asymptotics of Plancherel measures for the infinite-dimensional unitary group
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• Multivariate Jacobi polynomials and the Selberg integral
• Infinite 𝑝-adic random matrices and ergodic decomposition of 𝑝-adic Hua measures
• Circular unitary ensembles: parametric models and their asymptotic maximum likelihood estimates
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• Sphericity and multiplication of double cosets for infinite-dimensional classical groups
• Harmonic analysis on the infinite symmetric group
• Orbit measures, random matrix theory and interlaced determinantal processes
• Determinantal Point Processes
• Spreading maps (polymorphisms), symmetries of Poisson processes, and matching summation
• Multidimensional hypergeometric distribution and characters of the unitary group
• The Hilbert-Schmidt analyticity associated with infinite-dimensional unitary groups
• Giambelli compatible point processes
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• The \(z\)-measures on partitions, Pfaffian point processes, and the matrix hypergeometric kernel
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