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.
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页码：87 / 123
页数：36
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