Products of Independent Identically Distributed Stochastic Matrices

Products of Independent Identically Distributed Stochastic Matrices PDF Author: Murray Rosenblatt
Publisher:
ISBN:
Category :
Languages : en
Pages : 15

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Book Description
Generalized results from the study on the probability distribution on a compact group are interpreted and examples are cited.

Products of Independent Identically Distributed Stochastic Matrices

Products of Independent Identically Distributed Stochastic Matrices PDF Author: Murray Rosenblatt
Publisher:
ISBN:
Category :
Languages : en
Pages : 15

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Book Description
Generalized results from the study on the probability distribution on a compact group are interpreted and examples are cited.

Product of Random Stochastic Matrices and Distributed Averaging

Product of Random Stochastic Matrices and Distributed Averaging PDF Author: Behrouz Touri
Publisher: Springer Science & Business Media
ISBN: 3642280021
Category : Computers
Languages : en
Pages : 152

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Book Description
The thesis deals with averaging dynamics in a multiagent networked system, which is a main mechanism for diffusing the information over such networks. It arises in a wide range of applications in engineered physical networks (such as mobile communication and sensor networks), as well as social and economic networks. The thesis provides in depth study of stability and other phenomena characterizing the limiting behavior of both deterministic and random averaging dynamics. By developing new concepts, and using the tools from dynamic system theory and non-negative matrix theory, several novel fundamental results are rigorously developed. These contribute significantly to our understanding of averaging dynamics as well as to non-negative random matrix theory. The exposition, although highly rigorous and technical, is elegant and insightful, and accompanied with numerous illustrative examples, which makes this thesis work easily accessible to those just entering this field and will also be much appreciated by experts in the field.

Topics in Products of Random Matrices

Topics in Products of Random Matrices PDF Author: Arunava Mukherjea
Publisher:
ISBN:
Category : Matrices
Languages : en
Pages : 138

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Book Description
This book contains detailed results on convergence in distribution for products of independent and identically distributed random matrices and also for their normalized versions. Conditions for the limit distribution to be absolutely continuous or continuous singular are discussed and the limit distributions have also been computed for various specific examples. Infinite dimensional matrices are also considered, with reference to random motions of particles. Semigroup methods have been highlighted throughout the notes. Care has been taken to make the presentation readily accessible to graduate students and beginners in research. Most of the results presented in the notes have not previously appeared in book form.

Random Matrices and Their Applications

Random Matrices and Their Applications PDF Author: Joel E. Cohen
Publisher: American Mathematical Soc.
ISBN: 082185044X
Category : Mathematics
Languages : en
Pages : 376

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Book Description
Features twenty-six expository papers on random matrices and products of random matrices. This work reflects both theoretical and applied concerns in fields as diverse as computer science, probability theory, mathematical physics, and population biology.

U.S. Government Research Reports

U.S. Government Research Reports PDF Author:
Publisher:
ISBN:
Category : Science
Languages : en
Pages : 288

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Book Description


Technical Abstract Bulletin

Technical Abstract Bulletin PDF Author:
Publisher:
ISBN:
Category : Science
Languages : en
Pages : 912

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Book Description


Probability Measures on Semigroups

Probability Measures on Semigroups PDF Author: Göran Högnäs
Publisher: Springer Science & Business Media
ISBN: 038777548X
Category : Mathematics
Languages : en
Pages : 438

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Book Description
This second edition presents up-to-date material on the theory of weak convergance of convolution products of probability measures in semigroups, the theory of random walks on semigroups, and their applications to products of random matrices. In addition, this unique work examines the essentials of abstract semigroup theory and its application to concrete semigroups of matrices. This substantially revised text includes exercises at various levels at the end of each section and includes the best available proofs on the most important theorems used in a book, making it suitable for a one semester course on semigroups. In addition, it could also be used as a main text or supplementary material for courses focusing on probability on algebraic structures or weak convergance. This book is ideally suited to graduate students in mathematics, and students in other fields, such as engineering and the sciences with an interest in probability. Students in statistics using advanced probability will also find this book useful.

Structured Stochastic Matrices of M/G/1 Type and Their Applications

Structured Stochastic Matrices of M/G/1 Type and Their Applications PDF Author: Marcel F. Neuts
Publisher: CRC Press
ISBN: 1000104362
Category : Mathematics
Languages : en
Pages : 529

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Book Description
This book deals with Markov chains and Markov renewal processes (M/G/1 type). It discusses numerical difficulties which are apparently inherent in the classical analysis of a variety of stochastic models by methods of complex analysis.

Matrix Theory and Applications

Matrix Theory and Applications PDF Author: Charles R. Johnson
Publisher: American Mathematical Soc.
ISBN: 0821801546
Category : Mathematics
Languages : en
Pages : 272

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Book Description
This volume contains the lecture notes prepared for the AMS Short Course on Matrix Theory and Applications, held in Phoenix in January, 1989. Matrix theory continues to enjoy a renaissance that has accelerated in the past decade, in part because of stimulation from a variety of applications and considerable interplay with other parts of mathematics. In addition, the great increase in the number and vitality of specialists in the field has dispelled the popular misconception that the subject has been fully researched.

Selected Works of Murray Rosenblatt

Selected Works of Murray Rosenblatt PDF Author: Richard A. Davis
Publisher: Springer Science & Business Media
ISBN: 1441983392
Category : Mathematics
Languages : en
Pages : 489

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Book Description
During the second half of the 20th century, Murray Rosenblatt was one of the most celebrated and leading figures in probability and statistics. Among his many contributions, Rosenblatt conducted seminal work on density estimation, central limit theorems under strong mixing conditions, spectral domain methodology, long memory processes and Markov processes. He has published over 130 papers and 5 books, many as relevant today as when they first appeared decades ago. Murray Rosenblatt was one of the founding members of the Department of Mathematics at the University of California at San Diego (UCSD) and served as advisor to over twenty PhD students. He maintains a close association with UCSD in his role as Professor Emeritus. This volume is a celebration of Murray Rosenblatt's stellar research career that spans over six decades, and includes some of his most interesting and influential papers. Several leading experts provide commentary and reflections on various directions of Murray's research portfolio.