Infinite determinantal measures introduced in the talk 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. The main result of the talk 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. The talk is based on the preprint arXiv:1207.6793.
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