Ergodic measures and infinite matrices of finite rank

Let $H$ be the space of all Hermitian matrices of infinite order and $U(\infty)$ be the inductive limit of the chain $U(1)\subset U(2)\subset...$ of compact unitary groups. The group $U(\infty)$ operates on the space $H$ by conjugations, and our aim is to classify the ergodic $U(\infty)$-invariant probability measures on $H$ by making use of a general asymptotic approach proposed in Vershik's note \cite{V}. The problem is reduced to studying the limit behavior of orbital inte...

The main result of this note, Theorem 2, is the following: a Borel measure on the space of infinite Hermitian matrices, that is invariant under the action of the infinite unitary group and that admits well-defined projections onto the quotient space of "corners" of finite size, must be finite. A similar result, Theorem 1, is also established for unitarily invariant measures on the space of all infinite complex matrices. These results, combined with the ergodic decomposition t...

Let $F$ be a non-discrete non-Archimedean locally compact field and $\mathcal{O}_F$ the ring of integers in $F$. The main results of this paper are Theorem 1.2 that classifies ergodic probability measures on the space $\mathrm{Mat}(\mathbb{N}, F)$ of infinite matrices with enties in $F$ with respect to the natural action of the group $\mathrm{GL}(\infty,\mathcal{O}_F) \times \mathrm{GL}(\infty,\mathcal{O}_F)$ and Theorem 1.6 that, for non-dyadic $F$, classifies ergodic probab...

Let $F$ be a non-discrete non-Archimedean locally compact field such that the characteristic $\mathrm{ch}(F)\ne 2$ and let $\mathcal{O}_F$ be the ring of integers in $F$. The main results of this paper are Theorem 1.2 that classifies ergodic probability measures on the space $\mathrm{Skew}(\mathbb{N}, F)$ of infinite skew-symmetric matrices with respect to the natural action of the group $\mathrm{GL}(\infty,\mathcal{O}_F)$ and Theorem 1.4, that gives an unexpected natural cor...

The ergodic unitarily invariant measures on the space of infinite Hermitian matrices have been classified by Pickrell and Olshanski-Vershik. The much-studied complex inverse Wishart measures form a projective family, thus giving rise to a unitarily invariant measure on infinite positive-definite matrices. In this paper we completely solve the corresponding problem of ergodic decomposition for this measure.

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...

Using a generalised Bochner type representation for Olshanski spherical pairs, we establish a L\'evy-Khinchin formula for the continuous functions of negative type on the space $V_\infty= M(\infty, \mathbb C)$ of infinite dimensional square complex matrices relatively to the action of the product group $K_\infty=U(\infty)\times U(\infty)$. The space $V_\infty$ is the inductive limit of the spaces $V_n=M(n, \mathbb C)$, and the group $K_\infty$ is the inductive limit of the pr...

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...

The groups mentioned in the title are certain matrix groups of infinite size over a finite field $\mathbb F_q$. They are built from finite classical groups and at the same time they are similar to reductive $p$-adic Lie groups. In the present paper, we initiate the study of invariant measures for the coadjoint action of these infinite-dimensional groups. We examine first the group $\mathbb{GLB}$, a topological completion of the inductive limit group $\varinjlim GL(n, \mathb...

The title refers to the area of research which studies infinite groups using measure-theoretic tools, and studies the restrictions that group structure imposes on ergodic theory of their actions. The paper is a survey of recent developments focused on the notion of Measure Equivalence between groups, and Orbit Equivalence between group actions. We discuss known invariants and classification results (rigidity) in both areas.