Random Walks on Reductive Groups
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Ergebnisse der Mathematik und ihrer Grenzgebiete. 3. Folge / A Series of Modern Surveys in Mathematics
Random Walks on Reductive Groups
Yves Benoist | Jean-François Quint
Mathematics / Probability & Statistics / General
Provides a self-contained introduction to the products of independent identically distributed random matrices and to their Lyapunov exponents
Explains the relevance of the theory of reductive algebraic groups and the theory of bounded operators in Banach spaces to the study of random matrices
Contains a proof of the Local Limit Theorem for the norm of the products of independent identically distributed random matrices
| Publication Date: | 01 November 2016 |
| Publisher: | Springer International Publishing |
| Imprint: | Springer |
| ISBN-13: | 9783319477190 |
| Format: | Hardback |
| Page Count: | 323 |