Random Walks on Reductive Groups

Beschreibung

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

Autor*in

Yves Benoist

Themen in »Random Walks on Reductive Groups«

Markov chain Martingale Stationary measure Law of Large Numbers Lyapunov exponents Algebraic group Central Limit Theorem Local Limit Theorem Essential spectrum

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“Benoist and Quint have written an excellent text, one that will surely become a standard reference to introduce students to the fascinating nonabelian extension of the now-classical study of random walks. … I congratulate the authors on their well-written and timely offering, and strongly recommend that libraries order a copy of this excellent text!” (Tushar Das, MAA Reviews, November, 2017)

“This book is an exposition of the tools and perspectives needed to reach the current frontier of research in the field of random matrix products… This is a technical subject, drawing on tools from a diverse range of topics… The authors take time to explain everything at a reasonable pace.” (Radhakrishnan Nair, Mathematical Reviews)

 “This reviewer does not hesitate to consider this book as exceptional.” (Marius Iosifescu, zbMATH, 1366.60002)

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