Random Matrices and Iterated Random Functions M<U+00fc>nster, 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...
| Corporate Author: | |
|---|---|
| Other Authors: | , |
| Format: | Electronic |
| Language: | English |
| Published: |
Berlin, Heidelberg :
Springer Berlin Heidelberg : Imprint: Springer,
2013.
|
| Series: | Springer Proceedings in Mathematics & Statistics,
53 |
| Subjects: | |
| Online Access: | https://ezaccess.library.uitm.edu.my/login?url=http://dx.doi.org/10.1007/978-3-642-38806-4 |
Table of Contents:
- E. Le Page: Tails of a stationary probability measure for an affine stochastic recursion on the line
- Yv. Guivarc<U+0019>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. Peign:̌ 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.<U+0013> O. Friesen, M. Lw̲e: Limit theorems for the eigenvalues of random matrices with weakly correlated entries. .