Symmetries of Gaussian measures and operator colligations

Symmetry is a cornerstone of much of mathematics, and many probability distributions possess symmetries characterized by their invariance to a collection of group actions. Thus, many mathematical and statistical methods rely on such symmetry holding and ostensibly fail if symmetry is broken. This work considers under what conditions a sequence of probability measures asymptotically gains such symmetry or invariance to a collection of group actions. Considering the many symmet...

The goal of harmonic analysis on a (noncommutative) group is to decompose the most `natural' unitary representations of this group (like the regular representation) on irreducible ones. The infinite-dimensional unitary group U(infinity) is one of the basic examples of `big' groups whose irreducible representations depend on infinitely many parameters. Our aim is to explain what the harmonic analysis on U(infinity) consists of. We deal with unitary representations of a reaso...

We construct and study the one-parameter semigroup of $\sigma$-finite measures ${\cal L}^{\theta}$, $\theta>0$, on the space of Schwartz distributions that have an infinite-dimensional abelian group of linear symmetries; this group is a continual analog of the classical Cartan subgroup of diagonal positive matrices of the group $SL(n,R)$. The parameter $\theta$ is the degree of homogeneity with respect to homotheties of the space, we prove uniqueness theorem for measures with...

Let $G$ and $H$ be locally compact groups with fixed two-side-invariant Haar measures. A polyhomomorphism $G\to H$ is a closed subgroup $R\subset G\times H$ with a fixed Haar measure, whose marginals on $G$ and $H$ are dominated by the Haar measures on $G$ and $H$. A polyhomomorphism can be regarded as a multi-valued map sending points to sets equipped with 'uniform' measures. For polyhomomorphsisms $G\to H$, $H\to K$ there is a well-defined product $G\to K$. The set of polyh...

In this letter we prove that the pure state space on the $n \times n$ complex Toeplitz matrices converges in Gromov-Hausdorff sense to the state space on $C(S^1)$ as $n$ grows to infinity, if we equip these sets with the metrics defined by the Connes distance formula for their respective natural Dirac operators. A direct consequence of this fact is that the set of measures on $S^1$ with density functions $c \prod_{j=1}^n (1-\cos(t-\theta_j))$ is dense in the set of all positi...

We prove the existence of a limit shape and give its explicit description for certain probability distribution on signatures (or highest weights for unitary groups). The distributions have representation theoretic origin-they encode decomposition on irreducible characters of the restrictions of certain extreme characters of the infinite-dimensional unitary group $U(\infty)$ to growing finite-dimensional unitary subgroups $U(N)$. The characters of $U(\infty)$ are allowed to de...

We construct spherical subgroups in infinite-dimensional classical groups $G$ (usually they are not symmetric and their finite-dimensional analogs are not spherical). We present a structure of a semigroup on double cosets $L\setminus G/L$ for various subgroups $L$ in $G$, moreover these semigroups act in spaces of $L$-fixed vectors in unitary representations of $G$. We also obtain semigroup envelops of groups $G$ generalizing constructions of operator colligations.

In this paper we solve the Monge problem on infinite dimensional Hilbert space endowed with a suitable Gaussian measure, that satisfies the Lebesgue differentiation theorem.

We construct surface measures associated to Gaussian measures in separable Banach spaces, and we prove several properties including an integration by parts formula.

Operator self-similar processes, as an extension of self-similar processes, have been studied extensively. In this work, we study limit theorems for functionals of Gaussian vectors. Under some conditions, we determine that the limit of partial sums of functionals of a stationary Gaussian sequence of random vectors is an operator self-similar process