Topics in Products of Random Matrices (TATA INSTITUTE OF FUNDAMENTAL RESEARCH, BOMBAY// STUDIES IN MATHEMATICS) - Softcover

Mukherjea, Arunava

Softcover

ISBN 10: 8173192979 ISBN 13: 9788173192975

Publisher: Narosa Pub House, 1656

Synopsis

These lecture notes contain detailed results on convergence in distribution for products of independent and identically distributed random matrices and also for their normalised versions. Conditions for the limit distribution to be absolutely continuous or continuous singular are discussed and the limit distributions have also been computed for various specific examples. Infinite dimensional matrices are also considered, with reference to random motions of particles.
Semigroup methods have been highlighted throughout the notes. Care has been taken to make the presentation readily accessible to graduate students and beginners in research. Most of the results presented in the notes have not previously appeared in book form.

About this edition

• Publisher: Narosa Pub House
• Publication date: 1656
• ISBN 10: 8173192979
• ISBN 13: 9788173192975
• Binding: Paperback