Ergodic measures and infinite matrices of finite rank

The aim of this paper is to prove ergodic decomposition theorems for probability measures quasi-invariant under Borel actions of inductively compact groups (Theorem 1) as well as for sigma-finite invariant measures (Corollary 1). For infinite measures the ergodic decomposition is not unique, but the measure class of the decomposing measure on the space of projective measures is uniquely defined by the initial invariant measure (Theorem 2).

The article is devoted to the representation theory of locally compact infinite-dimensional group $\mathbb{GLB}$ of almost upper-triangular infinite matrices over the finite field with $q$ elements. This group was defined by S.K., A.V., and Andrei Zelevinsky in 1982 as an adequate $n=\infty$ analogue of general linear groups $\mathbb{GL}(n,q)$. It serves as an alternative to $\mathbb{GL}(\infty,q)$, whose representation theory is poor. Our most important results are the des...

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 $\gamma_1$ parameter...

Analogously to the space of virtual permutations, we define projective limits of isometries: these sequences of unitary operators are natural in the sense that they minimize the rank norm between successive matrices of increasing sizes. The space of virtual isometries we construct this way may be viewed as a natural extension of the space of virtual permutations of Kerov, Olshanski and Vershik as well as the space of virtual isometries of Neretin. We then derive with purely p...

This paper contains a complete description of classes of the unitary equivalence of the admissible representations of infinite-dimensional classic matrix groups paper.

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 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...

We resume the results from \cite{Vershik FA} on the classification of measurable functions in several variables, with some minor corrections of purely technical nature, and give a partial solution to the characterization problem of so--called matrix distributions, which are the metric invariants of measurable functions introduced in \cite{Vershik FA}. The characterization of these invariants of the ergodic measures on the space of matrices is closely related to Aldous' and Ho...

Neretin constructed an analogue of the Hua measures on the infinite $p$-adic matrices $Mat\left(\mathbb{N},\mathbb{Q}_p\right)$. Bufetov and Qiu classified the ergodic measures on $Mat\left(\mathbb{N},\mathbb{Q}_p\right)$ that are invariant under the natural action of $GL(\infty,\mathbb{Z}_p)\times GL(\infty,\mathbb{Z}_p)$. In this paper we solve the problem of ergodic decomposition for the $p$-adic Hua measures introduced by Neretin. We prove that the probability measure gov...

The main result of this paper, Theorem 1.1, gives explicit formulae for the kernels of the ergodic decomposition measures for infinite Pickrell measures on spaces of infinite complex matrices. The kernels are obtained as the scaling limits of Christoffel-Uvarov deformations of Jacobi orthogonal polynomial ensembles.