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Random matrices and their applications : proceedings of the AMS-IMS-SIAM Joint Summer Research Conference held June 17-23, 1984, with support from the National Science Foundation / / Joel E. Cohen, Harry Kesten, and Charles M. Newman, editors
Random matrices and their applications : proceedings of the AMS-IMS-SIAM Joint Summer Research Conference held June 17-23, 1984, with support from the National Science Foundation / / Joel E. Cohen, Harry Kesten, and Charles M. Newman, editors
Pubbl/distr/stampa Providence, Rhode Island : , : American Mathematical Society, , [1986]
Descrizione fisica 1 online resource (375 p.)
Disciplina 519.2/6
Collana Contemporary mathematics
Soggetto topico Random matrices
Soggetto genere / forma Electronic books.
ISBN 0-8218-7635-X
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto ""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""
""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""
""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""
""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""
""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""
""Products of random matrices and related topics in mathematics and science: a bibliography""
Record Nr. UNINA-9910480010003321
Providence, Rhode Island : , : American Mathematical Society, , [1986]
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Random matrices and their applications : proceedings of the AMS-IMS-SIAM Joint Summer Research Conference held June 17-23, 1984, with support from the National Science Foundation / / Joel E. Cohen, Harry Kesten, and Charles M. Newman, editors
Random matrices and their applications : proceedings of the AMS-IMS-SIAM Joint Summer Research Conference held June 17-23, 1984, with support from the National Science Foundation / / Joel E. Cohen, Harry Kesten, and Charles M. Newman, editors
Pubbl/distr/stampa Providence, Rhode Island : , : American Mathematical Society, , [1986]
Descrizione fisica 1 online resource (375 p.)
Disciplina 519.2/6
Collana Contemporary mathematics
Soggetto topico Random matrices
ISBN 0-8218-7635-X
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto ""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""
""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""
""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""
""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""
""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""
""Products of random matrices and related topics in mathematics and science: a bibliography""
Record Nr. UNINA-9910788783303321
Providence, Rhode Island : , : American Mathematical Society, , [1986]
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Random matrices and their applications : proceedings of the AMS-IMS-SIAM Joint Summer Research Conference held June 17-23, 1984, with support from the National Science Foundation / / Joel E. Cohen, Harry Kesten, and Charles M. Newman, editors
Random matrices and their applications : proceedings of the AMS-IMS-SIAM Joint Summer Research Conference held June 17-23, 1984, with support from the National Science Foundation / / Joel E. Cohen, Harry Kesten, and Charles M. Newman, editors
Pubbl/distr/stampa Providence, Rhode Island : , : American Mathematical Society, , [1986]
Descrizione fisica 1 online resource (375 p.)
Disciplina 519.2/6
Collana Contemporary mathematics
Soggetto topico Random matrices
ISBN 0-8218-7635-X
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto ""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""
""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""
""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""
""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""
""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""
""Products of random matrices and related topics in mathematics and science: a bibliography""
Record Nr. UNINA-9910828935303321
Providence, Rhode Island : , : American Mathematical Society, , [1986]
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui