| Random Walks on Reductive Groups 2016 Edition Contributor(s): Benoist, Yves (Author), Quint, Jean-François (Author) |
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ISBN: 3319477196 ISBN-13: 9783319477190 Publisher: Springer OUR PRICE: $151.99 Product Type: Hardcover - Other Formats Published: November 2016 |
| Additional Information |
| BISAC Categories: - Mathematics | Probability & Statistics - General - Mathematics | Mathematical Analysis - Mathematics | Group Theory |
| Dewey: 512.55 |
| Series: Ergebnisse Der Mathematik Und Ihrer Grenzgebiete. 3. Folge / |
| Physical Information: 323 pages |
| Descriptions, Reviews, Etc. |
| Publisher Description: 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. |