scholarly journals Ergodic unitarily invariant measures on the space of infinite Hermitian matrices

1996 ◽  
pp. 137-175 ◽  
Author(s):  
Grigori Olshanski ◽  
Anatoli Vershik
Keyword(s):  
Invariant Measures ◽  
Hermitian Matrices

scholarly journals Eigenvector Convergence for Minors of Unitarily Invariant Infinite Random Matrices

2020 ◽  
Author(s):  
Joseph Najnudel
Keyword(s):  
Weak Convergence ◽  
Random Matrices ◽  
Invariant Measures ◽  
Alternative Proof ◽  
Probability Measures ◽  
Cayley Transform ◽  
Hermitian Matrices ◽  
Unitary Matrices ◽  
Extreme Eigenvalues ◽  
Unitary Ensemble

Abstract In [10], Pickrell fully characterizes the unitarily invariant probability measures on infinite Hermitian matrices. An alternative proof of this classification is given by Olshanski and Vershik in [9], and in [3] Borodin and Olshanski deduce from this proof that under any of these invariant measures, the extreme eigenvalues of the minors, divided by the dimension, converge almost surely. In this paper, we prove that one also has a weak convergence for the eigenvectors, in a sense that is made precise. After mapping Hermitian to unitary matrices via the Cayley transform, our result extends a convergence proven in our paper with Maples and Nikeghbali [6], for which a coupling of the circular unitary ensemble of all dimensions is considered.

scholarly journals Dimension of the Exceptional Set in the Aronszajn–Donoghue Theorem for Finite Rank Perturbations

2020 ◽  
Author(s):  
Constanze Liaw ◽  
Sergei Treil ◽  
Alexander Volberg
Keyword(s):  
Finite Rank ◽  
Measure Zero ◽  
Adjoint Operator ◽  
Cyclic Vector ◽  
Spectral Measures ◽  
Hermitian Matrices ◽  
Exceptional Set ◽  
Direct Sum ◽  
Rank One Perturbation ◽  
Rank One

Abstract The classical Aronszajn–Donoghue theorem states that for a rank-one perturbation of a self-adjoint operator (by a cyclic vector) the singular parts of the spectral measures of the original and perturbed operators are mutually singular. As simple direct sum type examples show, this result does not hold for finite rank perturbations. However, the set of exceptional perturbations is pretty small. Namely, for a family of rank $d$ perturbations $A_{\boldsymbol{\alpha }}:= A + {\textbf{B}} {\boldsymbol{\alpha }} {\textbf{B}}^*$, ${\textbf{B}}:{\mathbb C}^d\to{{\mathcal{H}}}$, with ${\operatorname{Ran}}{\textbf{B}}$ being cyclic for $A$, parametrized by $d\times d$ Hermitian matrices ${\boldsymbol{\alpha }}$, the singular parts of the spectral measures of $A$ and $A_{\boldsymbol{\alpha }}$ are mutually singular for all ${\boldsymbol{\alpha }}$ except for a small exceptional set $E$. It was shown earlier by the 1st two authors, see [4], that $E$ is a subset of measure zero of the space $\textbf{H}(d)$ of $d\times d$ Hermitian matrices. In this paper, we show that the set $E$ has small Hausdorff dimension, $\dim E \le \dim \textbf{H}(d)-1 = d^2-1$.

Extending Quasi-Invariant Measures by Using Subgroups of a Given Group

2003 ◽  
Vol 10 (2) ◽  
pp. 247-255
Author(s):  
A. Kharazishvili
Keyword(s):  
Invariant Measures ◽  
Uncountable Group

Abstract A method of extending σ-finite quasi-invariant measures given on an uncountable group, by using a certain family of its subgroups, is investigated.

scholarly journals Dynamics of Systems with a Discontinuous Hysteresis Operator and Interval Translation Maps

Axioms ◽  
2021 ◽  
Vol 10 (2) ◽  
pp. 80
Author(s):  
Sergey Kryzhevich ◽  
Viktor Avrutin ◽  
Nikita Begun ◽  
Dmitrii Rachinskii ◽  
Khosro Tajbakhsh
Keyword(s):  
Risk Management ◽  
Invariant Measure ◽  
Invariant Measures ◽  
Interval Exchange ◽  
Management Model ◽  
Closing Lemma ◽  
Symbolic Model ◽  
Metric Properties ◽  
Ergodic Measures ◽  
Maximal Invariant

We studied topological and metric properties of the so-called interval translation maps (ITMs). For these maps, we introduced the maximal invariant measure and demonstrated that an ITM, endowed with such a measure, is metrically conjugated to an interval exchange map (IEM). This allowed us to extend some properties of IEMs (e.g., an estimate of the number of ergodic measures and the minimality of the symbolic model) to ITMs. Further, we proved a version of the closing lemma and studied how the invariant measures depend on the parameters of the system. These results were illustrated by a simple example or a risk management model where interval translation maps appear naturally.

scholarly journals Eigenbranes in Jackiw-Teitelboim gravity

2021 ◽  
Vol 2021 (2) ◽  
Author(s):  
Andreas Blommaert ◽  
Thomas G. Mertens ◽  
Henri Verschelde
Keyword(s):  
Finite Volume ◽  
Chaotic System ◽  
Path Integral ◽  
Hermitian Matrices ◽  
The Matrix ◽  
Integral Contour

Abstract It was proven recently that JT gravity can be defined as an ensemble of L × L Hermitian matrices. We point out that the eigenvalues of the matrix correspond in JT gravity to FZZT-type boundaries on which spacetimes can end. We then investigate an ensemble of matrices with 1 ≪ N ≪ L eigenvalues held fixed. This corresponds to a version of JT gravity which includes N FZZT type boundaries in the path integral contour and which is found to emulate a discrete quantum chaotic system. In particular this version of JT gravity can capture the behavior of finite-volume holographic correlators at late times, including erratic oscillations.

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