Random Matrices and Their Applications

Proceedings of the AMS-IMS-SIAM Joint Summer Research Conference Held June 17-23, 1984, with Support from the National Science Foundation

Author: Joel E. Cohen,Harry Kesten,Charles Michael Newman

Publisher: American Mathematical Soc.

ISBN: 082185044X

Category: Mathematics

Page: 358

View: 9129


These twenty-six expository papers on random matrices and products of random matrices survey the major results of the last thirty years. They reflect both theoretical and applied concerns in fields as diverse as computer science, probability theory, mathematical physics, and population biology. Many of the articles are tutorial, consisting of examples, sketches of proofs, and interpretations of results. They address a wide audience of mathematicians and scientists who have an elementary knowledge of probability theory and linear algebra, but not necessarily any prior exposure to this specialized area. More advanced articles, aimed at specialists in allied areas, survey current research with references to the original literature. The book's major topics include the computation and behavior under perturbation of Lyapunov exponents and the spectral theory of large random matrices. The applications to mathematical and physical sciences under consideration include computer image generation, card shuffling, and other random walks on groups, Markov chains in random environments, the random Schroedinger equations and random waves in random media. Most of the papers were originally presented at an AMS-IMS-SIAM Joint Summer Research Conference held at Bowdoin College in June, 1984. Of special note are the papers by Kotani on random Schroedinger equations, Yin and Bai on spectra for large random matrices, and Newman on the relations between the Lyapunov and eigenvalue spectra.


Publication of the Association of College and Research Libraries, a Division of the American Library Association

Author: N.A

Publisher: N.A


Category: Academic libraries

Page: N.A

View: 6817



An Advanced Complex Analysis Problem Book

Topological Vector Spaces, Functional Analysis, and Hilbert Spaces of Analytic Functions

Author: Daniel Alpay

Publisher: Birkhäuser

ISBN: 3319160591

Category: Mathematics

Page: 521

View: 8919


This is an exercises book at the beginning graduate level, whose aim is to illustrate some of the connections between functional analysis and the theory of functions of one variable. A key role is played by the notions of positive definite kernel and of reproducing kernel Hilbert space. A number of facts from functional analysis and topological vector spaces are surveyed. Then, various Hilbert spaces of analytic functions are studied.

Probability in Banach Spaces

Isoperimetry and Processes

Author: Michel Ledoux,Michel Talagrand

Publisher: Springer Science & Business Media

ISBN: 3642202128

Category: Mathematics

Page: 480

View: 2923


Isoperimetric, measure concentration and random process techniques appear at the basis of the modern understanding of Probability in Banach spaces. Based on these tools, the book presents a complete treatment of the main aspects of Probability in Banach spaces (integrability and limit theorems for vector valued random variables, boundedness and continuity of random processes) and of some of their links to Geometry of Banach spaces (via the type and cotype properties). Its purpose is to present some of the main aspects of this theory, from the foundations to the most important achievements. The main features of the investigation are the systematic use of isoperimetry and concentration of measure and abstract random process techniques (entropy and majorizing measures). Examples of these probabilistic tools and ideas to classical Banach space theory are further developed.