A. M. Vershik, F. V. Petrov, “A generalized Maxwell–Poincaré lemma and Wishart measures”, Zap. Nauchn. Sem. POMI, 2021, Volume 507,Pages <nobr>15

This article is cited in 1 paper

A generalized Maxwell–Poincaré lemma and Wishart measures

A. M. Vershik^abc, F. V. Petrov^ac

^a St. Petersburg Department of Steklov Mathematical Institute of Russian Academy of Sciences
^b Institute for Information Transmission Problems of the Russian Academy of Sciences (Kharkevich Institute), Moscow
^c Saint Petersburg State University

Abstract: We get a series of degenerate Wishart measures on the space of infinite Hermitian matrices by directly passing to a limit of a sequence of orbital invariant measures on the Stiefel manifold.

Key words and phrases: Wishart measures, Stiefel manifold, concentration of measure.

UDC: 512.643.5, 519.214.7

Received: 03.11.2021