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Random Matrices and Their Applications

About this Title

Joel E. Cohen, Harry Kesten and Charles M. Newman, Editors

Publication: Contemporary Mathematics
Publication Year 1986: Volume 50
ISBNs: 978-0-8218-5044-2 (print); 978-0-8218-7635-0 (online)
MathSciNet review: 841077

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Table of Contents

Front/Back Matter

I. Basic theory of products of random matrices

A. Overviews

B. Perturbation theory

C. Theory of matrix products

D. Connections with spectral theory

II. Spectral theory of random matrices

III. Applications to computer science, probability and statistics of products of random matrices

A. Applications to computer science and statistics

B. Applications to Markov chains in random environments

Other appliations to probability theory

IV. Scientific applications of random matrices and their products


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