Random Matrices and Iterated Random Functions

Münster, October 2011

Gerold Alsmeyer, Matthias Löwe (Herausgeber)

Buch | Softcover

VIII, 265 Seiten

2015 | 1. Softcover reprint of the original 1st ed. 2013
Springer Berlin (Verlag)
978-3-642-43122-7 (ISBN)

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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 study of spectra of large random matrices on the one hand and on iterated random functions, especially random difference equations, on the other. However, the methods applied in these two research areas are fairly dissimilar. Motivated by the idea that tools from one area could potentially also be helpful in the other, the volume editors have selected contributions that present results and methods from random matrix theory as well as from the theory of iterated random functions. This work resulted from a workshop that was held in Münster, Germany in 2011. The aim of the workshop was to bring together researchers from two fields of probability theory: random matrix theory and the theory of iterated random functions. Random matrices play fundamental, yet very different roles in the two fields. Accordingly, leading figures and young researchers gave talks on their field of interest that were also accessible to a broad audience.

E. Le Page: Tails of a stationary probability measure foran affine stochastic recursion on the line.- Yv. Guivarc'h: On homogeneity at infinity of stationary measures foraffine stochastic recursions.- M. Stolz:Limit theorems for random elements of the compact classical groups.- T. Kriecherbauer: Universality of localeigenvalue statistics.- R. Speicher:Asymptotic eigenvalue distribution of random matrices and free stochasticanalysis.- M. Peigné: Conditionedrandom walk in Weyl chambers and renewal theory in a cone.- D. Buraczewski: The linear stochasticequation R =_d sum_{ i=1}^N A_iR_i + B in the critical case.- J. Collamore: Tail estimates forstochastic fixed point equations.- S. Mentemeier:On multivariate random difference equations.- M. Olvera-Cravioto: Tail asymptotics for solutions of stochasticfixed point equations on trees.- E. Damek:On fixed points of generalized multidimensional affine recursions.- G. Alsmeyer: The functional equation ofthe smoothing transform.- O. Friesen, M.Löwe: Limit theorems for the eigenvalues of random matrices with weaklycorrelated entries.

Erscheinungsdatum	05.03.2022
Reihe/Serie	Springer Proceedings in Mathematics & Statistics
Zusatzinfo	VIII, 265 p.
Verlagsort	Berlin
Sprache	englisch
Maße	155 x 235 mm
Gewicht	427 g
Themenwelt	Mathematik / Informatik ► Mathematik ► Analysis
Themenwelt	Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik
Schlagworte	60B20, 46L54, 60B15, 60F05, 60J05, 60J80, 60K05 • Free probability • Functional Analysis • implicit renewal theory • iterated random functions • mathematics and statistics • Probability theory and stochastic processes • random matrices/difference equations • stochastic fixed point equations
ISBN-10	3-642-43122-4 / 3642431224
ISBN-13	978-3-642-43122-7 / 9783642431227
Zustand	Neuware