Infinite Random Matrices and Ergodic Measures

被引：0

作者：

Alexei Borodin

Grigori Olshanski

机构：

[1] Department of Mathematics,

[2] The University of Pennsylvania,undefined

[3] Philadelphia,undefined

[4] PA 19104-6395,undefined

[5] USA.¶ E-mail: borodine@math.upenn.edu,undefined

[6] Dobrushin Mathematics Laboratory,undefined

[7] Institute for Problems of Information Transmission,undefined

[8] ¶Bolshoy Karetny 19,undefined

[9] 101447 Moscow GSP-4,undefined

[10] Russia. E-mail: olsh@iitp.ru; olsh@online.ru,undefined

来源：

Communications in Mathematical Physics | 2001年 / 223卷

关键词：

Sine; Probability Measure; Point Process; Real Line; Random Matrix;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

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.

引用

页码：87 / 123

页数：36

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