Random Walks on Reductive Groups

Автор: Yves Benoist, Jean-François Quint

Език:

Корици: С твърди корици

Издател: Springer International Publishing AG

Наличност: Външен склад

Изпращаме след 10-13 дни

147.53 € 288.54 лв

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

Информация за книгата

Автор

Yves Benoist, Jean-François Quint

Език

Английски език

Корици

Книга - С твърди корици

Издадена

2016

страници

323

EAN

9783319477190

ISBN

3319477196

Enbook ID

14226571

Издател

Springer International Publishing AG

Теглоt

694

Размери

243 x 165 x 22

Пълно описание

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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