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Könyv Random Walks on Reductive Groups Yves Benoist

Random Walks on Reductive Groups

Szerző: Yves Benoist, Jean-François Quint
Nyelv: Angol
Kötés: Kemény kötésű
Kiadó: Springer International Publishing AG
Elérhetőség: Beszállítói készleten
Küldés 10-13 napon belül
53 766 Ft
The classical theory of Random Walks describes the asymptotic behavior of sums of independent identi...

Információk a könyvről

Szerző
Yves Benoist, Jean-François Quint
Nyelv
Angol
Kötés
Könyv - Kemény kötésű
Kiadva
2016
oldal
323
EAN
9783319477190
ISBN
3319477196
Enbook ID
14226571
Kiadó
Springer International Publishing AG
Súly
694
Méretek
243 x 165 x 22

Teljes leírás

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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