Random Walks on Reductive Groups

Autor: Yves Benoist, Jean-François Quint

Limbă:

Legare: Copertă tare

Editura: Springer International Publishing AG

Disponibilitate: În depozitul extern

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

Informații despre carte

Autor

Yves Benoist, Jean-François Quint

Limbă

engleză

Legare

Carte - Copertă tare

Publicat

2016

Pagini

323

EAN

9783319477190

ISBN

3319477196

Enbook ID

14226571

Editura

Springer International Publishing AG

Greutate

694

Dimensiuni

243 x 165 x 22

Descriere completă

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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Random Walks on Reductive Groups

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