Random matrices and iterated random functions Münster, October 2011 Gerold Alsmeyer, Matthias Löwe, editors

Format:

Book

Contributor:

Alsmeyer, Gerold, 1957- editor.

Löwe, Matthias, editor.

Series:

Springer proceedings in mathematics & statistics ; 2194-1009 v. 53,

Springer Proceedings in Mathematics & Statistics 2194-1009 v. 53

Language:

English

Subjects (All):

Random matrices--Congresses.

Random matrices.

Probabilities--Congresses.

Probabilities.

Distribution (Probability theory).

distribution (statistics-related concept).

Genre:

proceedings (reports)

Conference papers and proceedings

Physical Description:

1 online resource

Place of Publication:

Heidelberg Springer [2013]

Language Note:

English

System Details:

text file

PDF

Summary:

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

Contents:

Part I. Random Matrices. On the Limiting Spectral Density of Symmetric Random Matrices with Correlated Entries Olga Friesen, Matthias Löwe Asymptotic Eigenvalue Distribution of Random Matrices and Free Stochastic Analysis Roland Speicher Spacings: An Example for Universality in Random Matrix Theory Thomas Kriecherbauer, Kristina Schubert Stein's Method and Central Limit Theorems for Haar Distributed Orthogonal Matrices: Some Recent Developments Michael Stolz

Part II. Iterated Random Functions. Large Deviation Tail Estimates and Related Limit Laws for Stochastic Fixed Point Equations Jeffrey F. Collamore, Anand N. Vidyashankar Homogeneity at Infinity of Stationary Solutions of Multivariate Affine Stochastic Recursions Yves Guivarc'h, Émile Le Page On Solutions of the Affine Recursion and the Smoothing Transform in the Critical Case Sara Brofferio, Dariusz Buraczewski, Ewa Damek Power Laws on Weighted Branching Trees Predrag R. Jelenković, Mariana Olvera-Cravioto The Smoothing Transform: A Review of Contraction Results Gerold Alsmeyer Precise Tail Index of Fixed Points of the Two-Sided Smoothing Transform Gerold Alsmeyer, Ewa Damek, Sebastian Mentemeier Conditioned Random Walk in Weyl Chambers and Renewal Theory C. Lecouvey, E. Lesigne, M. Peigné

Notes:

"The contributions to this volume are based on talks given at the workshop ' Random matrices and iterated random functions' organized as part of the scientific program of the Collaborative Research Center 878 from October 4 to October 7, 2011, at the University of Münster"--Preface

Also has printed version

Online resource; title from PDF title page (SpringerLink, viewed September 3, 2013)

Includes bibliographical references

Other Format:

Printed edition:

ISBN:

9783642388064

364238806X

3642388051

9783642388057

OCLC:

857814841

Access Restriction:

Restricted for use by site license