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arXiv · 1410.1167

Infinite Random Matrices and Ergodic decomposition of Finite or Infinite Hua-Pickrell measures

Yanqi Qiu
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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 $γ_1$ 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 $σ$-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 $σ$-finite determinantal measures on the space of point configurations in $\mathbb{R}^*$. The paper resolves a problem of Borodin and Olshanski.

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BibTeXRIS

Yanqi Qiu. 2014-10-05. Infinite Random Matrices and Ergodic decomposition of Finite or Infinite Hua-Pickrell measures. https://arxiv.org/abs/1410.1167

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