Random Matrices and Iterated Random Functions Münster, October 2011 /
Random Matrices are one of the major research areas in modern probability theory, due to their prominence in many different fields such as nuclear physics, statistics, telecommunication, free probability, non-commutative geometry, and dynamical systems. A great deal of recent work has focused on the...
| Συγγραφή απο Οργανισμό/Αρχή: | |
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| Άλλοι συγγραφείς: | , |
| Μορφή: | Ηλεκτρονική πηγή Ηλ. βιβλίο |
| Γλώσσα: | English |
| Έκδοση: |
Berlin, Heidelberg :
Springer Berlin Heidelberg : Imprint: Springer,
2013.
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| Σειρά: | Springer Proceedings in Mathematics & Statistics,
53 |
| Θέματα: | |
| Διαθέσιμο Online: | Full Text via HEAL-Link |
Πίνακας περιεχομένων:
- E. Le Page: Tails of a stationary probability measure for an affine stochastic recursion on the line
- Yv. Guivarc’h: On homogeneity at infinity of stationary measures for affine stochastic recursions
- M. Stolz: Limit theorems for random elements of the compact classical groups
- T. Kriecherbauer: Universality of local eigenvalue statistics
- R. Speicher: Asymptotic eigenvalue distribution of random matrices and free stochastic analysis
- M. Peigné: Conditioned random walk in Weyl chambers and renewal theory in a cone
- D. Buraczewski: The linear stochastic equation R =_d \sum_{ i=1}^N A_iR_i + B in the critical case
- J. Collamore: Tail estimates for stochastic fixed point equations
- S. Mentemeier: On multivariate random difference equations
- M. Olvera-Cravioto: Tail asymptotics for solutions of stochastic fixed point equations on trees
- E. Damek: On fixed points of generalized multidimensional affine recursions
- G. Alsmeyer: The functional equation of the smoothing transform.– O. Friesen, M. Löwe: Limit theorems for the eigenvalues of random matrices with weakly correlated entries. .
