Topics in products of random matrices
著者
書誌事項
Topics in products of random matrices
（Tata Institute of Fundamental Research lectures on mathematics, 87）
Published for the Tata Institute of Fundamental Research, Mumbai, [by] Narosa Pub. House, c2000
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注記
Includes bibliographical references (p. 119-121)
内容説明・目次
内容説明
This book contains detailed results on convergence in distribution for products of independent and identically distributed random matrices and also for their normalized versions. Conditions for the limit distribution to be absolutely continuous or continuous singular are discussed and the limit distributions have also been computed for various specific examples. Infinite dimensional matrices are also considered, with reference to random motions of particles.Semigroup methods have been highlighted throughout the notes. Care has been taken to make the presentation readily accessible to graduate students and beginners in research. Most of the results presented in the notes have not previously appeared in book form.
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