Abstract.
We consider the sequence of the hyperspheres M n , i.e., the homogeneous transitive spaces of the Cartan subgroup \(SDiag(n,{\mathbb{R}})\) of the group \(SL(n,{\mathbb{R}}), n = 1, 2, \ldots ,\) and study the normalized limit of the corresponding sequence of invariant measures m n on those spaces. In the case of compact groups and homogeneous spaces, for example, for the classical pairs (SO(n), S n-1), n = 1, 2, … , the limit of the corresponding measures is the classical infinite-dimensional Gaussian measure; this is the well-known Maxwell-Poincaré lemma. Simultaneously the Gaussian measure is a unique (up to a scalar) invariant measure with respect to the action of the infinite orthogonal group O(∞). This coincidence implies the asymptotic equivalence between grand and small canonical ensembles for the series of the pairs (SO(n), S n-1). Our main result shows that the situation for noncompact groups, for example for the case \((SDiag(n,{\mathbb{R}}),M_n)\), is completely different: the limit of the measures m n does not exist in the literal sense, and we show that only a normalized logarithmic limit of the Laplace transforms of those measures does exist. At the same time, there exists a measure which is invariant with respect to a continuous analogue of the Cartan subgroup of the group GL(∞), the so-called infinite-dimensional Lebesgue measure (see [7]). This difference is an evidence for non-equivalence between the grand and small canonical ensembles in the noncompact case.
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Vershik, A.M. The behavior of the Laplace transform of the invariant measure on the hypersphere of high dimension. J. fixed point theory appl. 3, 317–329 (2008). https://doi.org/10.1007/s11784-008-0066-5
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DOI: https://doi.org/10.1007/s11784-008-0066-5