Book Details
Format
Hardback or Cased Book
Book Series
Ergebnisse der Mathematik und ihrer Grenzgebiete. 3. Folge / A Series of Modern Surveys in Mathematics
ISBN-10
3319477196
ISBN-13
9783319477190
Edition
1st ed. 2016
Publisher
Springer International Publishing AG
Imprint
Springer International Publishing AG
Country of Manufacture
GB
Country of Publication
GB
Publication Date
Nov 1st, 2016
Print length
323 Pages
Weight
700 grams
Dimensions
15.90 x 24.20 x 2.20 cms
Product Classification:
Cybernetics & systems theoryGroups & group theoryProbability & statisticsStochastics
Ksh 21,600.00
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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.
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.
Get Random Walks on Reductive Groups by at the best price and quality guaranteed only at Werezi Africa's largest book ecommerce store. The book was published by Springer International Publishing AG and it has pages.
