Random Walks on Reductive Groups

Random Walks on Reductive Groups
Author :
Publisher : Springer
Total Pages : 319
Release :
ISBN-10 : 9783319477213
ISBN-13 : 3319477218
Rating : 4/5 (218 Downloads)

Book Synopsis Random Walks on Reductive Groups by : Yves Benoist

Download or read book Random Walks on Reductive Groups written by Yves Benoist and published by Springer. This book was released on 2016-10-20 with total page 319 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.


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Die jüngsten Entwicklungen zeigen, dass sich Wahrscheinlichkeitsverfahren zu einem sehr wirkungsvollen Werkzeug entwickelt haben, und das auf so unterschiedlic