Symmetries of Gaussian measures and operator colligations

We study the sigma-finite measures in the space of vector-valued distributions on the manifold $X$ with Laplace transform $$\Psi(f)=\exp\{-\theta\int_X\ln||f(x)||dx\}, \theta>0.$$ We also consider the weak limit of Haar measures on the Cartan subgroup of the group $SL(n,{\Bbb R})$ when $n$ tends to infinity. The measure in the limit is called {\it infinite dimensional Lebesgue measure}. It is invariant under the linear action of some infinite-dimensional Abelian group whi...

In this work we are going to study the dynamics of the linear automorphisms of a measure convolution algebra over a finite group, $T(\mu)=\nu * \mu$. In order to understand an classify the asymptotic behavior of this dynamical system we provide an alternative to classical results, a very direct way to understand convergence of the sequence $\{\nu^{n}\}_{n\in\mathbb{N}}$, where $G$ is a finite group, $\nu\in\mathcal{P}(G)$ and $\nu^n=\underbrace{\nu\ast...\ast\nu}_n$, trough t...

In the present note we investigate the problem of standardizing random variables taking values on infinite dimensional Gaussian spaces. In particular, we focus on the transformations induced on densities by the selected standardization procedure. We discover that, under certain conditions, the Wick exponentials are the key ingredients for treating this kind of problems.

This short communication (preprint) is devoted to mathematical study of evolution equations that are important for mathematical physics and quantum theory; we present new explicit formulas for solutions of these equations and discuss their properties. The results are given without proofs but the proofs will appear in the longer text which is now under preparation. In this paper, infinite-dimensional generalizations of the Euclidean analogue of the Schr\"odinger equation for...

The thermal equilibrium distribution over quantum-mechanical wave functions is a so-called Gaussian adjusted projected (GAP) measure, $GAP(\rho_\beta)$, for a thermal density operator $\rho_\beta$ at inverse temperature $\beta$. More generally, $GAP(\rho)$ is a probability measure on the unit sphere in Hilbert space for any density operator $\rho$ (i.e., a positive operator with trace 1). In this note, we collect the mathematical details concerning the rigorous definition of ...

We prove an analogue of the Central Limit Theorem for operators. For every operator $K$ defined on $\mathbb{C}[x]$ we construct a sequence of operators $K_N$ defined on $\mathbb{C}[x_1,...,x_N]$ and demonstrate that, under certain orthogonality conditions, this sequence converges in a weak sense to an unique operator $\mathcal{C}$. We show that this operator $\mathcal{C}$ is a member of a family of operators $\mathfrak{C}$ that we call {\it Centered Gaussian Operators} and wh...

We prove a theorem about positive-operator-valued measures (POVMs) that is an analog of the Kolmogorov extension theorem, a standard theorem of probability theory. According to our theorem, if a sequence of POVMs G_n on $\mathbb{R}^n$ satisfies the consistency (or projectivity) condition $G_{n+1}(A\times \mathbb{R}) = G_n(A)$ then there is a POVM G on the space $\mathbb{R}^\mathbb{N}$ of infinite sequences that has G_n as its marginal for the first n entries of the sequence. ...

These are notes for a mini-course of 3 lectures given at the St. Petersburg School in Probability and Statistical Physics (June 2012). My aim was to explain, on the example of a particular model, how ideas from the representation theory of big groups can be applied in probabilistic problems. The material is based on the joint paper arXiv:1009.2029 by Alexei Borodin and myself; a broader range of topics is surveyed in the lecture notes by Alexei Borodin and Vadim Gorin arXiv...

We study the decompositions into irreducible components of tensor products and restrictions of irreducible representations of classical Lie groups as the rank of the group goes to infinity. We prove the Law of Large Numbers for the random counting measures describing the decomposition. This leads to two operations on measures which are deformations of the notions of the free convolution and the free projection. We further prove that if one replaces counting measures with othe...

A theorem of Siebert asserts that if a sequence of semigroups of probability measures on a Lie group G is weakly convergent to a semigroup of the same type, then the corresponding generating functionals are convergent in the weak operator topology in every unitary representation of the group.The aim of this note is to give a simple proof of the theorem and propose some improvements. In particular, we completely avoid employing unitary representations by showing simply that un...