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...
Enregistré dans:
| Autres auteurs: | , |
|---|---|
| Format: | Livre numérique |
| Langue: | Anglais |
| Publié: |
Berlin, Heidelberg :
Springer Berlin Heidelberg
[20..].
Cham : Springer Nature |
| Édition: | 1st ed. 2013. |
| Collection: | Springer Proceedings in Mathematics & Statistics
53 |
| Sujets: | |
| Accès en ligne: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Note: |
Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Random matrices and iterated random functions, Münster, October 2011, Gerold Alsmeyer, Matthias Löwe, editors, 2013, Berlin, Springer, 1 vol. (viii-265 p.), Springer Proceedings in mathematics & statistics, 978-3-642-38805-7 • Random Matrices and Iterated Random Functions, Texte imprimé, 9783642431227 • Random Matrices and Iterated Random Functions, Texte imprimé, 9783642388071 |
Table des matières:
- 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.