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Topics in Products of Random Matrices 01 Edition
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ISBN
:
9788173192975
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Publisher
:
Narosa Book Distributors Pvt Ltd
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Subject
:
Encyclopaedias & Reference Works
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Binding
:
Paperback
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Year
:
2000
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250.0
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Description
These lecture notes contain l Detailed results on convergence in distribution for products of independent and identically distributed random matrices and also for their normalised version l Conditions for the limit distribution to be absolutely continuous or continuous singular are discussed and they have also been computed for various specific examples l Infinite dimensional matrices are also considered, with reference to random motions of particles.
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TOC
Introduction Convergence in Distribution: Products of Random Stochastic Matrices Nature of the Limit Distribution Convergence in Direction Stochastic Flows on a Countable Set: Products of Infinite dimensional Random Stochastic Matrices Products of Random Infinite-dimensional Non-negative Matrices: The Equation hn = Xnhn–1 Probability Measures on 2 x 2 Stochastic Matrices and a Functional Equation The Limit Distribution for Products of 2 x 2 Random Stochastic Matrices: A Specific Example Appendix: The Multivariate Central Limit Theorem: An Elementary Proof Using a Theorem of P. Chernoff Notes and Comments Bibliography
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