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Random matrices and their applications : proceedings of the AMS-IMS-SIAM Joint Summer Research Conference held June 17-23, 1984, with support from the National Science Foundation

Author: Joel E CohenHarry KestenCharles M NewmanAmerican Mathematical Society.Institute of Mathematical Statistics.All authors
Publisher: Providence, R.I. : American Mathematical Society, ©1986.
Series: Contemporary mathematics (American Mathematical Society), v. 50.
Edition/Format:   Print book : Conference publication : EnglishView all editions and formats
Database:WorldCat
Summary:

Features twenty-six expository papers on random matrices and products of random matrices. This work reflects both theoretical and applied concerns in fields as diverse as computer science,  Read more...

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Genre/Form: Conference papers and proceedings
Brunswick (Me., 1984)
Kongress
Congresses
Congrès
Material Type: Conference publication, Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: Joel E Cohen; Harry Kesten; Charles M Newman; American Mathematical Society.; Institute of Mathematical Statistics.; Society for Industrial and Applied Mathematics.
ISBN: 082185044X 9780821850442
OCLC Number: 13004072
Notes: "The AMS-IMS-SIAM Joint Summer Research Conference in the Mathematical Sciences on Random Matrices and Their Applications was held at Bowdoin College, Brunswick, Maine"--Title page verso.
Description: xiv, 358 pages : illustrations ; 26 cm.
Contents: Limit theorems for products of random matrices by J. C. Watkins Oseledec's multiplicative ergodic theorem by J. Cohen, H. Kesten, and C. M. Newman Products of random matrices: convergence theorems by Y. Guivarch and A. Raugi Examples of application of Oseledec's theorem by F. Ledrappier Multiplicative ergodic theorems for random diffeomorphisms by Y. Kifer Furstenberg-Kesten results: asymptotic anlaysis by S. Pincus Stability of exponential growth rate for randomly perturbed random matrix products via Markov-chain arguments by E. V. Slud Representation, positivity, and expansion of Lyapunov exponents for linear stochastic systems by V. Wihstutz On uniform contraction generated by positive matrices by M. Wojtkowski Lyapunov exponents for some products of random matrices by C. M. Newman A brief survey on the spectral radius and the spectral distribution of large random matrices with i.i.d. entries by V.-R. Hwang Eigenvalues and eigenvectors of large dimensional sample covariance matrices by J. W. Silverstein Spectra for large dimensional random matrices by Y. Q. Yin and Z. D. Bai Products of random matrices and computer image generation by P. Diaconis and M. Shahshahani Products of random matrices as they arise in the study of random walks on groups by P. Diaconis and M. Shahshahani On products of random stochastic matrices by R. Cogburn Convolution sequences of measures on the semigroup of stochastic matrices by M. Rosenblatt Random walks on semigroups by T.-C. Sun A note on random systems with complete connections and their applications to products of random matrices by T. Kaijser Using random matrices to give recurrence and transience criteria for random wlak in a random environment by E. Key A contraction principle for certain Markov chains and its application by G. Letac Lyapunov exponents and spectra for one-dimensional random Schroedinger operators by S. Kotani The density of states of random Schroedinger operators by R. S. Maier Random matrices in nuclear physics and number theory by M. L. Mehta Random matrices and waves in random media by G. Papanicolaou Demographic applications of random matrix products by S. Tuljapurkar.
Series Title: Contemporary mathematics (American Mathematical Society), v. 50.
Responsibility: Joel E. Cohen, Harry Kesten, and Charles M. Newman, editors.

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