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Random Walks on Reductive Groups

Jezik EngleskiEngleski
Knjiga Tvrdi uvez
Knjiga Random Walks on Reductive Groups Yves Benoist
Libristo kod: 14226571
Nakladnici Springer International Publishing AG, listopad 2016
The classical theory of Random Walks describes the asymptotic behavior of sums of independent identi... Cijeli opis
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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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Informacije o knjizi

Puni naziv Random Walks on Reductive Groups
Autor Yves Benoist, Jean-François Quint
Jezik Engleski
Uvez Knjiga - Tvrdi uvez
Datum izdanja 2016
Broj stranica 323
EAN 9783319477190
ISBN 3319477196
Libristo kod 14226571
Nakladnici Springer International Publishing AG
Težina 694
Dimenzije 243 x 165 x 22

Kategorija

Mathematics & Science > Mathematics > Applied mathematics > Nonlinear science
Mathematics & Science > Mathematics > Groups & group theory
Mathematics & Science > Mathematics > Probability & statistics
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