Random Walks on Reductive Groups

Autor: Yves Benoist, Jean-François Quint

Jazyk:

Vazba: Pevná

Vydavatel: Springer International Publishing AG

Dostupnost: Skladem u dodavatele

Odesíláme za 10-13 dnů

3 198 Kč

The classical theory of Random Walks describes the asymptotic behavior of sums of independent identi...

Informace o knize

Autor

Yves Benoist, Jean-François Quint

Jazyk

Angličtina

Vazba

Kniha - Pevná

Vydáno

2016

Stránek

323

EAN

9783319477190

ISBN

3319477196

Enbook ID

14226571

Vydavatel

Springer International Publishing AG

Hmotnost

694

Rozměry

243 x 165 x 22

Kompletní popis

The classical theory of Random Walks describes the asymptotic behavior of sums of independent identically distributed random real variables. This book explains the generalization of this theory to products of independent identically distributed random matrices with real coefficients.

Under the assumption that the action of the matrices is semisimple - or, equivalently, that the Zariski closure of the group generated by these matrices is reductive - and under suitable moment assumptions, it is shown that the norm of the products of such random matrices satisfies a number of classical probabilistic laws.

This book includes necessary background on the theory of reductive algebraic groups, probability theory and operator theory, thereby providing a modern introduction to the topic.

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