Random Walks on Reductive Groups

• Main Authors: Benoist, Yves (Author), Quint, Jean-François (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Cham : Springer International Publishing : Imprint: Springer, 2016.
• Series: Ergebnisse der Mathematik und ihrer Grenzgebiete. 3. Folge / A Series of Modern Surveys in Mathematics, 62
• Subjects: Mathematics.; Topological groups.; Lie groups.; Dynamics.; Ergodic theory.; Probabilities.; Probability Theory and Stochastic Processes.; Dynamical Systems and Ergodic Theory.; Topological Groups, Lie Groups.

The classical theory of random walks describes the asymptotic behavior of sums of independent identically distributed random real variables. This book explains the generalization of this theory to products of independent identically distributed random matrices with real coefficients. Under the assum...