most citedInfinite Random Matrices and Ergodic decomposition of Finite or Infinite Hua-Pickrell measures

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math.FA2014★ 6 cited

Infinite Random Matrices and Ergodic decomposition of Finite or Infinite Hua-Pickrell measures

Yanqi Qiu

The ergodic decomposition of a family of Hua-Pickrell measures on the space of infinite Hermitian matrices is studied. Firstly, we show that the ergodic components of Hua-Pickrell…