Probability Measures on Semigroups: Convolution Products, Random Walks and Random Matrices (eBook, PDF)
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This second edition presents up-to-date material on the theory of weak convergence of convolution products of probability measures on 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 of the most important theorems used in the book, making it suitable for a one semes...
This second edition presents up-to-date material on the theory of weak convergence of convolution products of probability measures on 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 of the most important theorems used in the 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 advance probability will also find this book useful.
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 advance probability will also find this book useful.
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