Abstract:
We consider the space $\mathcal C$ of conjugacy classes of the unitary group
$\mathrm U(n+m)$ with respect to a smaller unitary group $\mathrm U(m)$.
It is known that to every element of $\mathcal C$ we can canonically assign
a rational matrix-valued function (the Livshits characteristic function)
on the Riemann sphere. We find an explicit expression for the natural measure
on $\mathcal C$ obtained as the push-forward of the Haar measure
of $\mathrm U(n+m)$ in terms of characteristic functions.
Keywords:inner functions, characteristic functions, Haar measure, Cayley transform, random functions.