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JOURNALS // Izvestiya Rossiiskoi Akademii Nauk. Seriya Matematicheskaya // Archive

Izv. RAN. Ser. Mat., 2016 Volume 80, Issue 6, Pages 127–140 (Mi im8467)

Radial parts of Haar measures and probability distributions on the space of rational matrix-valued functions

Yu. A. Neretinabcd

a University of Vienna
b State Scientific Center of the Russian Federation - Institute for Theoretical and Experimental Physics, Moscow
c Lomonosov Moscow State University
d Institute for Information Transmission Problems, Russian Academy of Sciences

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.

UDC: 512.546.32+517.547.5+517.548.5

MSC: 47A48, 28C10, 15B52

Received: 28.10.2015

DOI: 10.4213/im8467


 English version:
Izvestiya: Mathematics, 2016, 80:6, 1118–1130

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© Steklov Math. Inst. of RAS, 2024