Probability and Its Applications

Convolution Products, Random Walks and Random Matrices

By: GÃ¶ran HÃ¶gnÃ¤s, Arunava Mukherjea

Write A Review

Hardcover | 10 November 2010 | Edition Number 2

At a Glance

Hardcover
444 Pages

Edition Type
Revised

Dimensions(cm)
24.77 x 16.51 x 3.18

Hardcover

$229.00

or 4 interest-free payments of $57.25 with

Ships in 5 to 7 business days

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 convergence.

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.

Industry Reviews

From the reviews of the second edition:

`A well-written book...This is elegant mathematics, motivated by examples and presented in an accessible way that engages the reader.'
International Statistics Institute, December 1996

`This beautiful book...guides the reader through the most important developments...a valuable addition to the library of the probabilist, and a must for anybody interested in probability on algebraic structures.'
Zentralblatt f¼r Mathematik und ihre Grenzgebiete-Mathematical Abstracts

`This well-written volume, by two of the most successful workers in the field....deserves to become the standard introduction for beginning researchers in this field.'
Journal Royal Statistical Society

"H¶gn¤s and Mukherjea have made substantial contributions to the subject themselves and present their work and that of others in a unified way. ... For students ... this book is an excellent account of the long-term behavior of random transformations. It organizes the ideas very well and its development of the theory is clear and rigorous. ... a useful reference for anyone interested in random walks on semigroups and groups. ... will be valuable to any reader who wishes to learn the subject ... ." (George Willis, SIAM Review, Vol. 54 (2), 2012)

Shipping

	Standard Shipping	Express Shipping
Metro postcodes:	$9.99	$14.95
Regional postcodes:	$9.99	$14.95
Rural postcodes:	$9.99	$14.95

Orders over $0.00 qualify for free shipping.

How to return your order

At Booktopia, we offer hassle-free returns in accordance with our returns policy. If you wish to return an item, please get in touch with Booktopia Customer Care.

Additional postage charges may be applicable.

Defective items

If there is a problem with any of the items received for your order then the Booktopia Customer Care team is ready to assist you.

For more info please visit our Help Centre.

You Can Find This Book In

Non-Fiction Mathematics Applied Mathematics Stochastics Algebra Probability & Statistics Computing & I.T.Computer Science Groups & Group Theory Business Applications Mathematical & Statistical Software Calculus & Mathematical Analysis

Topology

Semigroups	p. 1
Introduction	p. 1
Homomorphisms, Quotients, and Products	p. 6
Semigroups with Zero	p. 10
The Rees-Suschkewitsch Representation Theorem	p. 12
Topological Semigroups	p. 22
Semigroups of Matrices	p. 33
Semigroups of Infinite Dimensional Matrices	p. 53
Notes and Comments	p. 60
Probability Measures on Topological Semigroups	p. 63
Introduction	p. 63
Invariant and Idempotent Probability Measures	p. 64
Weak Convergence of Convolution Products of Probability Measures	p. 83
Weak Convergence of Convolution Products of Nonidentical Probability Measures	p. 137
Notes and Comments	p. 168
Random Walks on Semigroups	p. 171
Introduction	p. 171
Discrete Semigroups	p. 180
Locally Compact Groups	p. 198
Compact Semigroups	p. 219
Completely Simple Semigroups	p. 241
Notes and Comments	p. 247
Random Matrices	p. 253
Introduction	p. 253
Recurrent Random Walks in Nonnegative Matrices	p. 254
Tightness of Products of I.I.D. Random Matrices: Weak Convergence	p. 284
Invariant Measures for Random Walks in Nonnegative Matrices: Laws of Large Numbers	p. 333
Notes and Comments	p. 355
Products of I.I.D. Random Stochastic Matrices: Their Skeletons and Convergence in Distribution	p. 359
An Example Due to Chamayou and Letac	p. 365
Asymptotic Behavior of X_nX_n-1 ... X₀u for I.I.D. Random Nonnegative Matrices	p. 369
Continuous Singularity of the Limit Distribution of Products of I.I.D. Stochastic Matrices	p. 383
Rate of Decay of Concentration Functions on Discrete Groups	p. 397
Preliminaries	p. 397
Irreducible Measures	p. 404
Adapted Measures	p. 408
References	p. 413
Index	p. 423
Table of Contents provided by Ingram. All Rights Reserved.

Probability and Its Applications

Convolution Products, Random Walks and Random Matrices

At a Glance

Hardcover

Industry Reviews

Shipping

How to return your order

Defective items

You Can Find This Book In

More in Calculus & Mathematical Analysis

Introduction to the Potential Theory for the Time-Dependent Stokes System

Chapman & Hall/CRC Monographs and Research Notes in Mathematics

Methusalem Seminars at Ghent Analysis and PDE Center

Extended Abstracts 2023/2024

Calculus, Metric Edition

9th edition

Introductory Numerical Analysis

Differential Equations

An Elementary Approach

Advances in Numerical Methods and Analysis

The Maths Book

Big Ideas Simply Explained

Calculus

3rd Edition

Calculus For Dummies

For Dummies

Cartoon Guide to Calculus

Cartoon Guide Series

Intermediate Financial Theory

3rd Edition

Introduction to Finite Element Analysis Using MATLAB® and Abaqus

Learning Data Science

Data Wrangling, Exploration, Visualization, and Modeling with Python

Mathematical Methods for Physics and Engineering

A Comprehensive Guide

Essential Calculus

2nd Edition

Calculus All-in-One For Dummies (+ Chapter Quizzes Online)

For Dummies

Thomas' Calculus

15th Edition - Early Transcendentals, SI Units

Calculus Essentials For Dummies

For Dummies

Mastering Shiny

Build Interactive Apps, Reports, and Dashboards Powered by R

Data Science on AWS

Implementing End-To-End, Continuous AI and Machine Learning Pipelines

Learning Algorithms

A Programmer's Guide to Writing Better Code

An Introduction To Derivative Securities, Financial Markets, And Risk Management

2nd edition

Progress in Industrial Mathematics at ECMI 2023

22nd ECMI Conference, Wroclaw, Poland, June 26-30, Selected and Reviewed Papers

Backward Stochastic Volterra Integral Equations

Probability Theory and Stochastic Modelling

This product is categorised by