Topics in Products of Random Matrices - Tata Institute of Fundamental Research Publication No. 3 (Paperback)Arunava Mukherjea (author)
Paperback 121 Pages / Published: 15/03/2000
- Not available
This book contains detailed results on convergence in distribution for products of independent and identically distributed random matrices and also for their normalized 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.
Publisher: American Mathematical Society
Number of pages: 121
Weight: 250 g
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