Infinite Determinantal Measures

Abstract

Infinite determinantal measures introduced in this note are inductive limits of determinantal measures on an exhausting family of subsets of the phase space. Alternatively, an infinite determinantal measure can be described as a product of a determinantal process and a convergent, but not integrable, multiplicative functional. Theorem 2, the main result announced in this note, gives an explicit description for the ergodic decomposition of infinite Pickrell measures on the spaces of infinite complex matrices in terms of infinite determinantal measures obtained by finite-rank perturbations of Bessel point processes.