Springer Proceedings in Mathematics & Statistics

Random Matrices and Iterated Random Functions

Münster, October 2011

Editors: Alsmeyer, Gerold, Löwe, Matthias (Eds.)

  • Brings together two active areas of modern probability theory 
  •  Provides survey articles that are also readable for non-experts
  •  Refereed according to journal standards
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About this book

​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.

Table of contents (11 chapters)

  • On the Limiting Spectral Density of Symmetric Random Matrices with Correlated Entries

    Friesen, Olga (et al.)

    Pages 3-29

  • Asymptotic Eigenvalue Distribution of Random Matrices and Free Stochastic Analysis

    Speicher, Roland

    Pages 31-44

  • Spacings: An Example for Universality in Random Matrix Theory

    Kriecherbauer, Thomas (et al.)

    Pages 45-71

  • Stein’s Method and Central Limit Theorems for Haar Distributed Orthogonal Matrices: Some Recent Developments

    Stolz, Michael

    Pages 73-88

  • Large Deviation Tail Estimates and Related Limit Laws for Stochastic Fixed Point Equations

    Collamore, Jeffrey F. (et al.)

    Pages 91-117

Buy this book

eBook $109.00
price for USA (gross)
  • ISBN 978-3-642-38806-4
  • Digitally watermarked, DRM-free
  • Included format: PDF, EPUB
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $139.00
price for USA
  • ISBN 978-3-642-38805-7
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $139.00
price for USA
  • ISBN 978-3-642-43122-7
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Rent the ebook  
  • Rental duration: 1 or 6 month
  • low-cost access
  • online reader with highlighting and note-making option
  • can be used across all devices
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Bibliographic Information

Bibliographic Information
Book Title
Random Matrices and Iterated Random Functions
Book Subtitle
Münster, October 2011
Editors
  • Gerold Alsmeyer
  • Matthias Löwe
Series Title
Springer Proceedings in Mathematics & Statistics
Series Volume
53
Copyright
2013
Publisher
Springer-Verlag Berlin Heidelberg
Copyright Holder
Springer-Verlag Berlin Heidelberg
eBook ISBN
978-3-642-38806-4
DOI
10.1007/978-3-642-38806-4
Hardcover ISBN
978-3-642-38805-7
Softcover ISBN
978-3-642-43122-7
Series ISSN
2194-1009
Edition Number
1
Number of Pages
VIII, 265
Topics