LEADER 05060nam 2200649 450 001 9910828935303321 005 20170821165248.0 010 $a0-8218-7635-X 035 $a(CKB)3240000000069575 035 $a(EBL)3113012 035 $a(SSID)ssj0000850380 035 $a(PQKBManifestationID)11459074 035 $a(PQKBTitleCode)TC0000850380 035 $a(PQKBWorkID)10832375 035 $a(PQKB)10722474 035 $a(MiAaPQ)EBC3113012 035 $a(RPAM)4752430 035 $a(PPN)197103677 035 $a(EXLCZ)993240000000069575 100 $a19851209h19861986 uy| 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 10$aRandom matrices and their applications $eproceedings of the AMS-IMS-SIAM Joint Summer Research Conference held June 17-23, 1984, with support from the National Science Foundation /$fJoel E. Cohen, Harry Kesten, and Charles M. Newman, editors 210 1$aProvidence, Rhode Island :$cAmerican Mathematical Society,$d[1986] 210 4$dİ1986 215 $a1 online resource (375 p.) 225 1 $aContemporary mathematics,$x0271-4232 ;$vvolume 50 300 $a"The AMS-IMS-SIAM Joint Summer Research Conference in the Mathematical Sciences on Random Matrices and Their Applications was held at Bowdoin College, Brunswick, Maine"--Title page verso. 311 $a0-8218-5044-X 320 $aBibliography: pages 337-358. 327 $a""Contents""; ""Preface""; ""I. Basic theory of products of random matrices""; ""A. Overviews:""; ""Limit theorems for products of random matrices: a comparison of two points of view""; ""Oseledec's multiplicative ergodic theorem: a proof""; ""Products of random matrices: convergence theorems""; ""Examples of application of Oseledec's theorem""; ""B. Perturbation theory:""; ""Multiplicative ergodic theorems for random diffeomorphisms""; ""Furstenberg-Kesten results: asymptotic analysis"" 327 $a""Stability of exponential growth rate for randomly perturbed random matrix products via Markov-chain arguments""""Representation, positivity and expansion of Lyapunov exponents for linear stochastic systems""; ""C. Theory of matrix products:""; ""On uniform contraction generated by positive matrices""; ""D. Connections with spectral theory:""; ""Lyapunov exponents for some products of random matrices: exact expressions and asymptotic distributions""; ""II. Spectral theory of random matrices"" 327 $a""A brief survey on the spectral radius and the spectral distribution of large random matrices with i.i.d. entries""""Eigenvalues and eigenvectors of large dimensional sample covariance matrices""; ""Spectra for large dimensional random matrices""; ""III. Applications to computer science, probability and statistics of products of random matrices""; ""A. Applications to computer science and statistics:""; ""Products of random matrices and computer image generation""; ""Products of random matrices as they arise in the study of random walks on groups"" 327 $a""B. Applications to Markov chains in random environments:""""On products of random stochastic matrices""; ""Convolution sequences of measures on the semigroup of stochastic matrices""; ""Random walks on semigroups""; ""C. Other applications to probability theory:""; ""A note on random systems with complete connections and their applications to products of random matrices""; ""Using random matrices to give recurrence and transience criteria for random walk in a random environment""; ""A contraction principle for certain Markov chains and its applications"" 327 $a""IV. Scientific applications of random matrices and their products""""Lyapounov exponents and spectra for one-dimensional random Schroedinger operators""; ""The density of states of random Schroedinger operators""; ""Random matrices in nuclear physics and number theory""; ""Random matrices and waves in random media""; ""Demographic applications of random matrix products""; ""V. Supplements""; ""Open problems""; ""List of participants in Joint Summer Research Conference at Bowdoin College, 17-23 June 1984"" 327 $a""Products of random matrices and related topics in mathematics and science: a bibliography"" 410 0$aContemporary mathematics (American Mathematical Society) ;$vv. 50. 606 $aRandom matrices$vCongresses 615 0$aRandom matrices 676 $a519.2/6 702 $aCohen$b Joel E. 702 $aKesten$b Harry$f1931- 702 $aNewman$b Charles M$g(Charles Michael),$f1946- 712 02$aAmerican Mathematical Society, 712 02$aInstitute of Mathematical Statistics, 712 02$aSociety for Industrial and Applied Mathematics, 712 12$aAMS-IMS-SIAM Joint Summer Research Conference in the Mathematical Sciences on Random Matrices and Their Applications 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910828935303321 996 $aRandom matrices and their applications$9439797 997 $aUNINA