Random Matrices

  • Göran Högnäs
  • Arunava Mukherjea
Part of the Probability and Its Applications book series (PIA)


In Chap. 4, we apply methods and results from Chaps. 2 and 3 to random matrices. To include only results that are reasonably complete, we restrict our attention to the class of nonnegative matrices (that is, matrices whose entries are all nonnegative). Although there have been a great deal of results in this area in different directions (see [17] or [44]), here we restrict ourselves only to problems involving recurrence, tightness, invariantmeasures, and laws of large numbers for products of random matrices. The reason is, of course, our own bias and also the desire to avoid duplicating work already available in books or well-known papers.


Probability Measure Random Walk Invariant Measure Weak Convergence Compact Group 
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Copyright information

© Springer Science+Business Media, LLC 2011

Authors and Affiliations

  1. 1.Åbo Akademi UniversityÅboFinland
  2. 2.Department of MathematicsUniversity of Texas – Pan AmericanEdinburgUSA

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