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008 240724s1986 xx o ||||0 eng d
020 _a9780821876350
_q(electronic bk.)
020 _z9780821850442
035 _a(MiAaPQ)EBC3113012
035 _a(Au-PeEL)EBL3113012
035 _a(CaPaEBR)ebr10873175
035 _a(OCoLC)922980407
040 _aMiAaPQ
_beng
_erda
_epn
_cMiAaPQ
_dMiAaPQ
050 4 _aQA188 -- .A46 1984eb
082 0 _a519.2/6
100 1 _aCohen, J.E.
245 1 0 _aRandom Matrices and Their Applications.
250 _a1st ed.
264 1 _aProvidence :
_bAmerican Mathematical Society,
_c1986.
264 4 _c©1986.
300 _a1 online resource (375 pages)
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
490 1 _aContemporary Mathematics ;
_vv.50
505 0 _aIntro -- Contents -- Preface -- I. Basic theory of products of random matrices -- A. Overviews: -- Limit theorems for products of random matrices: a comparison of two points of view -- Oseledec's multiplicative ergodic theorem: a proof -- Products of random matrices: convergence theorems -- Examples of application of Oseledec's theorem -- B. Perturbation theory: -- Multiplicative ergodic theorems for random diffeomorphisms -- Furstenberg-Kesten results: asymptotic analysis -- Stability of exponential growth rate for randomly perturbed random matrix products via Markov-chain arguments -- Representation, positivity and expansion of Lyapunov exponents for linear stochastic systems -- C. Theory of matrix products: -- On uniform contraction generated by positive matrices -- D. Connections with spectral theory: -- Lyapunov exponents for some products of random matrices: exact expressions and asymptotic distributions -- II. Spectral theory of random matrices -- A brief survey on the spectral radius and the spectral distribution of large random matrices with i.i.d. entries -- Eigenvalues and eigenvectors of large dimensional sample covariance matrices -- Spectra for large dimensional random matrices -- III. Applications to computer science, probability and statistics of products of random matrices -- A. Applications to computer science and statistics: -- Products of random matrices and computer image generation -- Products of random matrices as they arise in the study of random walks on groups -- B. Applications to Markov chains in random environments: -- On products of random stochastic matrices -- Convolution sequences of measures on the semigroup of stochastic matrices -- Random walks on semigroups -- C. Other applications to probability theory: -- A note on random systems with complete connections and their applications to products of random matrices.
505 8 _aUsing random matrices to give recurrence and transience criteria for random walk in a random environment -- A contraction principle for certain Markov chains and its applications -- IV. Scientific applications of random matrices and their products -- Lyapounov exponents and spectra for one-dimensional random Schroedinger operators -- The density of states of random Schroedinger operators -- Random matrices in nuclear physics and number theory -- Random matrices and waves in random media -- Demographic applications of random matrix products -- V. Supplements -- Open problems -- List of participants in Joint Summer Research Conference at Bowdoin College, 17-23 June 1984 -- Products of random matrices and related topics in mathematics and science: a bibliography.
588 _aDescription based on publisher supplied metadata and other sources.
590 _aElectronic reproduction. Ann Arbor, Michigan : ProQuest Ebook Central, 2024. Available via World Wide Web. Access may be limited to ProQuest Ebook Central affiliated libraries.
650 0 _aRandom matrices -- Congresses.
655 4 _aElectronic books.
700 1 _aKesten, H.
700 1 _aNewman, C.M.
776 0 8 _iPrint version:
_aCohen, J.E.
_tRandom Matrices and Their Applications
_dProvidence : American Mathematical Society,c1986
_z9780821850442
797 2 _aProQuest (Firm)
830 0 _aContemporary Mathematics
856 4 0 _uhttps://ebookcentral.proquest.com/lib/orpp/detail.action?docID=3113012
_zClick to View
999 _c68547
_d68547