Random Walks on Reductive Groups - Yves Benoist, Jean-François Quint

Random Walks on Reductive Groups

Buch | Softcover
XI, 323 Seiten
2018 | 1. Softcover reprint of the original 1st ed. 2016
Springer International Publishing (Verlag)
978-3-319-83805-2 (ISBN)
149,79 inkl. MwSt
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 assumption that the action of the matrices is semisimple - or, equivalently, that the Zariski closure of the group generated by these matrices is reductive - and under suitable moment assumptions, it is shown that the norm of the products of such random matrices satisfies a number of classical probabilistic laws.
This book includes necessary background on the theory of reductive algebraic groups, probability theory and operator theory, thereby providing a modern introduction to the topic.

Introduction.- Part I The Law of Large Numbers.- Stationary measures.- The Law of Large Numbers.- Linear random walks.- Finite index subsemigroups.- Part II Reductive groups.- Loxodromic elements.- The Jordan projection of semigroups.- Reductive groups and their representations.- Zariski dense subsemigroups.- Random walks on reductive groups.- Part III The Central Limit Theorem.- Transfer operators over contracting actions.- Limit laws for cocycles.- Limit laws for products of random matrices.- Regularity of the stationary measure.- Part IV The Local Limit Theorem.- The Spectrum of the complex transfer operator.- The Local limit theorem for cocycles.- The local limit theorem for products of random matrices.- Part V Appendix.- Convergence of sequences of random variables.- The essential spectrum of bounded operators.- Bibliographical comments.

"Benoist and Quint have written an excellent text, one that will surely become a standard reference to introduce students to the fascinating nonabelian extension of the now-classical study of random walks. ... I congratulate the authors on their well-written and timely offering, and strongly recommend that libraries order a copy of this excellent text!" (Tushar Das, MAA Reviews, November, 2017)

"This book is an exposition of the tools and perspectives needed to reach the current frontier of research in the field of random matrix products... This is a technical subject, drawing on tools from a diverse range of topics... The authors take time to explain everything at a reasonable pace." (Radhakrishnan Nair, Mathematical Reviews)


 "This reviewer does not hesitate to consider this book as exceptional." (Marius Iosifescu, zbMATH, 1366.60002)

Erscheint lt. Verlag 29.6.2018
Reihe/Serie Ergebnisse der Mathematik und ihrer Grenzgebiete. 3. Folge / A Series of Modern Surveys in Mathematics
Zusatzinfo XI, 323 p.
Verlagsort Cham
Sprache englisch
Maße 155 x 235 mm
Gewicht 5706 g
Themenwelt Mathematik / Informatik Mathematik Wahrscheinlichkeit / Kombinatorik
Schlagworte algebraic group • central limit theorem • essential spectrum • law of large numbers • Local Limit Theorem • Lyapunov exponents • Markov Chain • Martingale • Stationary measure
ISBN-10 3-319-83805-9 / 3319838059
ISBN-13 978-3-319-83805-2 / 9783319838052
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