Ergodic measures and infinite matrices of finite rank

This paper is the first in a series of three. The main result, Theorem 1.11, gives an explicit description of the ergodic decomposition for infinite Pickrell measures on spaces of infinite complex matrices. The main construction is that of sigma-finite analogues of determinantal measures on spaces of configurations. An example is the infinite Bessel point process, the scaling limit of sigma-finite analogues of Jacobi orthogonal polynomial ensembles. The statement of Theorem 1...

We study the ergodic properties of a class of measures on $\Sigma^{\mathbb{Z}}$ for which $\mu_{\mathcal{A},t}[x_{0}\cdots x_{n-1}]\approx e^{-nP}\left \|A_{x_{0}}\cdots A_{x_{n-1}}\right \| ^{t}$, where $\mathcal{A}=(A_{0}, \ldots , A_{M-1})$ is a collection of matrices. The measure $\mu_{\mathcal{A},t}$ is called a matrix Gibbs state. In particular we give a sufficient condition for a matrix Gibbs state to have the weak Bernoulli property. We employ a number of techniques t...

We reexamine the large N limit of matrix integrals over the orthogonal group O(N) and their relation with those pertaining to the unitary group U(N). We prove that lim_{N to infty} N^{-2} \int DO exp N tr JO is half the corresponding function in U(N), and a similar relation for lim_{N to infty} \int DO exp N tr(A O B O^t), for A and B both symmetric or both skew symmetric.

We classify irreducible unitary representations of the group of all infinite matrices over a $p$-adic field ($p\ne 2$) with integer elements equipped with a natural topology. Any irreducible representation passes through a group $GL$ of infinite matrices over a residue ring modulo $p^k$. Irreducible representations of the latter group are induced from finite-dimensional representations of certain open subgroups.

Consider the Gelfand pairs $(G_p,K_p):=(M_{p,q} \rtimes U_p,U_p)$ associated with motion groups over the fields $\mathbb F=\mathbb R,\mathbb C,\mathbb H$ with $p\geq q$ and fixed $q$ as well as the inductive limit $p\to\infty$,the Olshanski spherical pair $(G_\infty,K_\infty)$. We classify all Olshanski spherical functions of $(G_\infty,K_\infty)$ as functions on the cone $\Pi_q$ of positive semidefinite $q\times q$-matrices and show that they appear as (locally) uniform limi...

Let $U$ be a unitary operator acting on the Hilbert space H, and $\alpha:\{1,..., m\}\mapsto\{1,..., k\}$ a partition of the set $\{1,..., m\}$. We show that the ergodic average $$ \frac{1}{N^{k}}\sum_{n_{1},...,n_{k}=0}^{N-1} U^{n_{\alpha(1)}}A_{1}U^{n_{\alpha(2)}}... U^{n_{\alpha(m-1)}}A_{m-1}U^{n_{\alpha(m)}} $$ converges in the weak operator topology if the $A_{j}$ belong to the algebra of all the compact operators on H. We write esplicitely the formula for these ergodic ...

We discuss how to generate random unitary matrices from the classical compact groups U(N), O(N) and USp(N) with probability distributions given by the respective invariant measures. The algorithm is straightforward to implement using standard linear algebra packages. This approach extends to the Dyson circular ensembles too. This article is based on a lecture given by the author at the summer school on Number Theory and Random Matrix Theory held at the University of Rochester...

Preface (A.Vershik) - about these texts (3.); I.Interpolation between inductive and projective limits of finite groups with applicatons to linear groups over finite fields; II.The characters of the groups of almost triangle matrices over finite filed; III.A Law of Large Numbers for the characters of GL_n(k) over finite field k; IV.An outline of construction of factor representations of the group GLB(F_q).

The infinite-dimensional unitary group U(infinity) is the inductive limit of growing compact unitary groups U(N). In this paper we solve a problem of harmonic analysis on U(infinity) stated in the previous paper math/0109193. The problem consists in computing spectral decomposition for a remarkable 4-parameter family of characters of U(infinity). These characters generate representations which should be viewed as analogs of nonexisting regular representation of U(infinity). ...

The induced representation ${\rm Ind}_H^GS$ of a locally compact group $G$ is the unitary representation of the group $G$ associated with unitary representation $S:H\rightarrow U(V)$ of a subgroup $H$ of the group $G$. Our aim is to develop the concept of induced representations for infinite-dimensional groups. The induced representations for infinite-dimensional groups in not unique, as in the case of a locally compact groups. It depends on two completions $\tilde H$ and $\t...