Geodesic
Ergodic Decomposition for Inverse Wishart Measures on Infinite Positive-Definite Matrices
Symmetry, integrability and geometry: methods and applications, Tome 15 (2019) Cet article a éte moissonné depuis la source Math-Net.Ru

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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.
Keywords: infinite random matrices, ergodic measures, inverse Wishart measures
Mots-clés : orthogonal polynomials. 
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     author = {Theodoros Assiotis},
     title = {Ergodic {Decomposition} for {Inverse} {Wishart} {Measures} on {Infinite} {Positive-Definite} {Matrices}},
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     url = {http://geodesic.mathdoc.fr/item/SIGMA_2019_15_a66/}
}
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Theodoros Assiotis. Ergodic Decomposition for Inverse Wishart Measures on Infinite Positive-Definite Matrices. Symmetry, integrability and geometry: methods and applications, Tome 15 (2019). http://geodesic.mathdoc.fr/item/SIGMA_2019_15_a66/

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