ENGLISH

Random Walks on Reductive Groups

By Yves Benoist , Jean-François Quint (auth.)

Book information

Publisher
Springer International Publishing
Year
2016
ISBN
978-3-319-47719-0, 978-3-319-47721-3
DOI
10.1007/978-3-319-47721-3
Language
english
Format
PDF
Filesize
2 MB (2555247 bytes)
Series
Ergebnisse der Mathematik und ihrer Grenzgebiete. 3. Folge / A Series of Modern Surveys in Mathematics 62
Edition
1
Pages
XI, 323\319
Time added
2016-11-20 09:00:00
Lie GroupsProbability Theory and Stochastic Processes;Dynami

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.

Similar books