Random Matrices and Iterated Random Functions

Random Matrices and Iterated Random Functions
Author: Gerold Alsmeyer
Publisher: Springer Science & Business Media
Total Pages: 265
Release: 2013-08-28
Genre: Mathematics
ISBN: 364238806X

​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.

Branching Random Walks

Branching Random Walks
Author: Zhan Shi
Publisher: Springer
Total Pages: 143
Release: 2016-02-04
Genre: Mathematics
ISBN: 3319253727

Providing an elementary introduction to branching random walks, the main focus of these lecture notes is on the asymptotic properties of one-dimensional discrete-time supercritical branching random walks, and in particular, on extreme positions in each generation, as well as the evolution of these positions over time. Starting with the simple case of Galton-Watson trees, the text primarily concentrates on exploiting, in various contexts, the spinal structure of branching random walks. The notes end with some applications to biased random walks on trees.

Stochastic Models with Power-Law Tails

Stochastic Models with Power-Law Tails
Author: Dariusz Buraczewski
Publisher: Springer
Total Pages: 325
Release: 2016-07-04
Genre: Mathematics
ISBN: 3319296795

In this monograph the authors give a systematic approach to the probabilistic properties of the fixed point equation X=AX+B. A probabilistic study of the stochastic recurrence equation X_t=A_tX_{t-1}+B_t for real- and matrix-valued random variables A_t, where (A_t,B_t) constitute an iid sequence, is provided. The classical theory for these equations, including the existence and uniqueness of a stationary solution, the tail behavior with special emphasis on power law behavior, moments and support, is presented. The authors collect recent asymptotic results on extremes, point processes, partial sums (central limit theory with special emphasis on infinite variance stable limit theory), large deviations, in the univariate and multivariate cases, and they further touch on the related topics of smoothing transforms, regularly varying sequences and random iterative systems. The text gives an introduction to the Kesten-Goldie theory for stochastic recurrence equations of the type X_t=A_tX_{t-1}+B_t. It provides the classical results of Kesten, Goldie, Guivarc'h, and others, and gives an overview of recent results on the topic. It presents the state-of-the-art results in the field of affine stochastic recurrence equations and shows relations with non-affine recursions and multivariate regular variation.

Recent Trends in Ergodic Theory and Dynamical Systems

Recent Trends in Ergodic Theory and Dynamical Systems
Author: Siddhartha Bhattacharya
Publisher: American Mathematical Soc.
Total Pages: 272
Release: 2015-01-26
Genre: Mathematics
ISBN: 1470409313

This volume contains the proceedings of the International Conference on Recent Trends in Ergodic Theory and Dynamical Systems, in honor of S. G. Dani's 65th Birthday, held December 26-29, 2012, in Vadodara, India. This volume covers many topics of ergodic theory, dynamical systems, number theory and probability measures on groups. Included are papers on Teichmüller dynamics, Diophantine approximation, iterated function systems, random walks and algebraic dynamical systems, as well as two surveys on the work of S. G. Dani.

A Lifetime of Excursions Through Random Walks and Lévy Processes

A Lifetime of Excursions Through Random Walks and Lévy Processes
Author: Loïc Chaumont
Publisher: Springer Nature
Total Pages: 354
Release: 2022-01-01
Genre: Mathematics
ISBN: 3030833097

This collection honours Ron Doney’s work and includes invited articles by his collaborators and friends. After an introduction reviewing Ron Doney’s mathematical achievements and how they have influenced the field, the contributed papers cover both discrete-time processes, including random walks and variants thereof, and continuous-time processes, including Lévy processes and diffusions. A good number of the articles are focused on classical fluctuation theory and its ramifications, the area for which Ron Doney is best known.

Probability Measures on Semigroups: Convolution Products, Random Walks and Random Matrices

Probability Measures on Semigroups: Convolution Products, Random Walks and Random Matrices
Author: Göran Högnäs
Publisher: Springer Science & Business Media
Total Pages: 399
Release: 2013-03-09
Genre: Mathematics
ISBN: 1475723881

A Scientific American article on chaos, see Crutchfield et al. (1986), illus trates a very persuasive example of recurrence. A painting of Henri Poincare, or rather a digitized version of it, is stretched and cut to produce a mildly distorted image of Poincare. The same procedure is applied to the distorted image and the process is repeated over and over again on the successively more and more blurred images. After a dozen repetitions nothing seems to be left of the original portrait. Miraculously, structured images appear briefly as we continue to apply the distortion procedure to successive images. After 241 iterations the original picture reappears, unchanged! Apparently the pixels of the Poincare portrait were moving about in accor dance with a strictly deterministic rule. More importantly, the set of all pixels, the whole portrait, was transformed by the distortion mechanism. In this exam ple the transformation seems to have been a reversible one since the original was faithfully recreated. It is not very farfetched to introduce a certain amount of randomness and irreversibility in the above example. Think of a random miscoloring of some pixels or of inadvertently giving a pixel the color of its neighbor. The methods in this book are geared towards being applicable to the asymp totics of such transformation processes. The transformations form a semigroup in a natural way; we want to investigate the long-term behavior of random elements of this semigroup.

Free Probability and Random Matrices

Free Probability and Random Matrices
Author: James A. Mingo
Publisher: Springer
Total Pages: 343
Release: 2017-06-24
Genre: Mathematics
ISBN: 1493969420

This volume opens the world of free probability to a wide variety of readers. From its roots in the theory of operator algebras, free probability has intertwined with non-crossing partitions, random matrices, applications in wireless communications, representation theory of large groups, quantum groups, the invariant subspace problem, large deviations, subfactors, and beyond. This book puts a special emphasis on the relation of free probability to random matrices, but also touches upon the operator algebraic, combinatorial, and analytic aspects of the theory. The book serves as a combination textbook/research monograph, with self-contained chapters, exercises scattered throughout the text, and coverage of important ongoing progress of the theory. It will appeal to graduate students and all mathematicians interested in random matrices and free probability from the point of view of operator algebras, combinatorics, analytic functions, or applications in engineering and statistical physics.

Hyperbolic Dynamics, Fluctuations and Large Deviations

Hyperbolic Dynamics, Fluctuations and Large Deviations
Author: D. Dolgopyat
Publisher: American Mathematical Soc.
Total Pages: 354
Release: 2015-04-01
Genre: Mathematics
ISBN: 1470411121

This volume contains the proceedings of the semester-long special program on Hyperbolic Dynamics, Large Deviations and Fluctuations, which was held from January-June 2013, at the Centre Interfacultaire Bernoulli, École Polytechnique Fédérale de Lausanne, Switzerland. The broad theme of the program was the long-term behavior of dynamical systems and their statistical behavior. During the last 50 years, the statistical properties of dynamical systems of many different types have been the subject of extensive study in statistical mechanics and thermodynamics, ergodic and probability theories, and some areas of mathematical physics. The results of this study have had a profound effect on many different areas in mathematics, physics, engineering and biology. The papers in this volume cover topics in large deviations and thermodynamics formalism and limit theorems for dynamic systems. The material presented is primarily directed at researchers and graduate students in the very broad area of dynamical systems and ergodic theory, but will also be of interest to researchers in related areas such as statistical physics, spectral theory and some aspects of number theory and geometry.