The main result of this paper, Theorem 1.5, gives explicit formulae for the kernels of the ergodic decomposition measures for infinite Pickrell measures on the space of infinite complex matrices. The kernels are obtained as the scaling limits of Christoffel-Uvarov deformations of Jacobi orthogonal polynomial ensembles.

Siegel varieties are locally symmetric varieties. They are important and interesting in algebraic geometry and number theory. We construct a canonical Hodge bundle on a Siegel variety so that the holomorphic tangent bundle can be embedded into the Hodge bundle; we obtain that the canonical Bergman metric on a Siegel variety is same as the induced Hodge metric and we describe asymptotic behavior of this unique K\"ahler-Einstein metric explicitly; depending on these properties and the uniformitarian of K\"ahler-Einstein manifold, we study extensions of the tangent bundle over any smooth toroidal compactification. We apply these results of Hodge bundles, to study dimension of Siegel cusp modular forms and general type for Siegel varieties

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The nuclear norm is widely used to induce low-rank solutions for many optimization problems with matrix variables. Recently, it has been shown that the augmented Lagrangian method (ALM) and the alternating direction method (ADM) are very efficient for many convex programming problems arising from various applications, provided that the resulting subproblems are sufficiently simple to have closed-form solutions. In this paper, we are interested in the application of the ALM and the ADM for some nuclear norm involved minimization problems. When the resulting subproblems do not have closed-form solutions, we propose to linearize these subproblems such that closed-form solutions of these linearized subproblems can be easily derived. Global convergence results of these linearized ALM and ADM are established under standard assumptions. Finally, we verify the effectiveness and efficiency of these new methods by some numerical experiments.