Infinite determinantal measures and the ergodic decomposition of infinite Pickrell measures. III. The infinite Bessel process as the limit of the radial parts of finite-dimensional projections of infinite Pickrell measures

DOI10.1070/IM8385zbMath1361.22006arXiv1610.04646MaRDI QIDQ2966729

Alexander I. Bufetov

Publication date: 8 March 2017

Published in: Izvestiya: Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1610.04646

zbMATH Keywords

weak convergenceJacobi polynomialsHarish-Chandra-Itzykson-Zuber integralHeine-Mehler asymptoticsinfinite Bessel process

Mathematics Subject Classification ID

Ergodic theory on groups (22D40) General groups of measure-preserving transformations (28D15) Measures on groups and semigroups, etc. (43A05) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Set functions and measures on topological groups or semigroups, Haar measures, invariant measures (28C10) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15)

Related Items (2)

Infinite 𝑝-adic random matrices and ergodic decomposition of 𝑝-adic Hua measures ⋮ Ergodic decomposition for inverse Wishart measures on infinite positive-definite matrices

Cites Work

• A Bochner type theorem for inductive limits of Gelfand pairs
• Level spacing distributions and the Bessel kernel
• Infinite random matrices and ergodic measures

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