| Topics in Products of Random Matrices (TIFR) | |
| Authors: A. Mukherjee | ISBN:
978-81-7319-297-5 |
About the book 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 | |
Key Features |
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Table of content 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 Audience Postgraduate students and Researchers | |
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