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Random Walks on Reductive Groups
Language
English
English
Book
Hardback
The classical theory of Random Walks describes the asymptotic behavior of sums of independent identi...
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Libristo code: 14226571
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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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About the book
Full name
Random Walks on Reductive Groups
Author
Yves Benoist, Jean-François Quint
Language
English
English
Binding
Book - Hardback
Date of issue
2016
Number of pages
323
EAN
9783319477190
ISBN
3319477196
Libristo code
14226571
Publishers
Springer International Publishing AG
Weight
694
Dimensions
243 x 165 x 22
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