Książka Random Walks on Reductive Groups Yves Benoist

Random Walks on Reductive Groups

Język: Angielski
Oprawa: Twarda
Dostępność: Dostępna u dostawcy
Wysyłamy za 10-13 dni
591.58
The classical theory of Random Walks describes the asymptotic behavior of sums of independent identi...

Informacje o książce

Język
Angielski
Oprawa
Książka - Twarda
Data wydania
2016
strony
323
EAN
9783319477190
ISBN
3319477196
Enbook ID
14226571
Waga
694
Wymiary
243 x 165 x 22

Pełny opis

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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