000 03547nmm a2200205Ia 4500
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020 _a9780821876350 (online)
245 0 _aRandom matrices and their applications :
_bproceedings of the AMSIMSSIAM Joint Summer Research Conference held June 1723, 1984, with support from the National Science Foundation
260 _aProvidence, R.I. :
_bAmerican Mathematical Society,
_cc1986
300 _a1 online resource (xiv, 358 p. : ill.)
490 _aContemporary mathematics
_vv. 50
_x10983627
500 _aThe AMSIMSSIAM Joint Summer Research Conference in the Mathematical Sciences on Random Matrices and Their Applications was held at Bowdoin College, Brunswick, MaineT.p. verso.
504 _aBibliography: p. 337358.
505 _tLimit theorems for products of random matrices: a comparison of two points of view ; Oseledec's multiplicative ergodic theorem: a proof ; Products of random matrices: convergence theorems ; Examples of applications of Oseledec's theorem ; Multiplicative ergodic theorems for random diffeomorphisms ; FurstenbergKesten results: asymptotic analysis ; Stability of exponential growth rate for randomly perturbed random matrix products via Markovchain arguments ; Representation, positivity and expansion of Lyapunov exponents for linear stochastic systems ; On uniform contraction generated by positive matrices ; Lyapunov exponents for some products of random matrices: exact expressions and asymptotic distributions ; A brief survey on the spectral radius and the spectral distribution of large random matrices with i.i.d. entries ; Eigenvalues and eigenvectors of largedimensional sample covariance matrices ; Spectra for largedimensional random matrices ; Products of random matrices and computer image generation ; Products of random matrices as they arise in the study of random walks on groups ; On products of random stochastic matrices ; Convolution sequences of measures on the semigroup of stochastic matrices ; Random walks on semigroups ; A note on random systems with complete connections and their applications to products of random matrices ; Using random matrices to give recurrence and transience criteria for random walk in a random environment ; A contraction principle for certain Markov chains and its applications ; Lyapunov exponents and spectra for onedimensional random Schrodinger operators ; The density of states of random Schroedinger operators ; Random matrices in nuclear physics and number theory ; Random matrices and waves in random media ; Demographic applications of random matrix products ; Open problems ; Products of random matrices and related topics in mathematics and science: a bibliography
_rJoseph C Watkins ; Joel E Cohen Harry Kesten and Charles M Newman ; Y Guivarc'h and A Raugi ; F Ledrappier ; Yuri Kifer ; Steve Pincus ; Eric V Slud ; Volker Wihstutz ; Maciej Wojtkowski ; C M Newman ; ChiiRuey Hwang ; Jack W Silverstein ; Y Q Yin and Z D Bai ; Persi Diaconis and Mehrdad Shahshahani ; Persi Diaconis and Mehrdad Shahshahani ; Robert Cogburn ; M Rosenblatt ; Tze Chien Sun ; Thomas Kaijser ; Eric S Key ; Gerard Letac ; S Kotani ; Robert S Maier ; M L Mehta ; George C Papanicolaou ; Shripad Tuljapurkar ; Joel E Cohen Harry Kesten and Charles M Newman ; Joel E Cohen
650 _aRandom matrices
700 _aCohen Joel E
700 _aKesten Harry
700 _aNewman Charles M
856 _uhttp://www.ams.org/conm/050/
999 _c28461
_d28461