Ergodic unitarily invariant measures on the space of infinite Hermitian matrices

preprint1996arXivOpen access

Abstract

Let HH be the space of all Hermitian matrices of infinite order and U(∞)U(\infty) be the inductive limit of the chain U(1)⊂U(2)⊂...U(1)\subset U(2)\subset... of compact unitary groups. The group U(∞)U(\infty) operates on the space HH by conjugations, and our aim is to classify the ergodic U(∞)U(\infty)-invariant probability measures on HH by making use of a general asymptotic approach proposed in Vershik's note \cite{V}. The problem is reduced to studying the limit behavior of orbital integrals of the form $$\int_{B\inΩ_n}e^{i\op{tr}(AB)}M_n(dB),$$ where AA is a fixed ∞×∞\infty\times\infty Hermitian matrix with finitely many nonzero entries, ΩnΩ_n is a U(n)U(n)-orbit in the space of n×nn\times n Hermitian matrices, MnM_n is the normalized U(n)U(n)-invariant measure on the orbit ΩnΩ_n, and n→∞n\to\infty. We also present a detailed proof of an ergodic theorem for inductive limits of compact groups that has been announced in \cite{V}.

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