Książka Random Walks on Reductive Groups Yves Benoist

Random Walks on Reductive Groups

Język: Angielski
Oprawa: Miękka
Dostępność: Dostępna u dostawcy
Wysyłamy za 8-11 dni
598.17
The classical theory of random walks describes the asymptotic behavior of sums of independent identi...

Informacje o książce

Język
Angielski
Oprawa
Książka - Miękka
Data wydania
2018
strony
323
EAN
9783319838052
Enbook ID
20119070
Waga
5706
Wymiary
155 x 235 x 234

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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