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

• Pubblicazione: Providence, Rhode Island : , : American Mathematical Society, , [1986]; ©1986
• Descrizione fisica: 1 online resource (375 p.)
• Disciplina: 519.2/6
• Soggetto topico: Random matrices
• Persona (resp. second.): CohenJoel E.; KestenHarry <1931->; NewmanCharles M <1946-> (Charles Michael)
• Note generali: "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.
• Nota di bibliografia: Bibliography: pages 337-358.
• 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""
• Titolo autorizzato: Random matrices and their applications
• ISBN: 0-8218-7635-X
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Lingua di pubblicazione: Inglese
• Record Nr.: 9910828935303321
• Lo trovi qui: Univ. Federico II
• Serie: Contemporary mathematics (American Mathematical Society) ; ; v. 50.