Random Matrices and Iterated Random Functions

Münster, October 2011

Editors:

ISBN: 978-3-642-38805-7 (Print) 978-3-642-38806-4 (Online)

Table of contents (11 chapters)

  1. Front Matter

    Pages i-viii

  2. Random Matrices

    1. Front Matter

      Pages 1-1

    2. No Access

      Book Chapter

      Pages 3-29

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

    3. No Access

      Book Chapter

      Pages 31-44

      Asymptotic Eigenvalue Distribution of Random Matrices and Free Stochastic Analysis

    4. No Access

      Book Chapter

      Pages 45-71

      Spacings: An Example for Universality in Random Matrix Theory

    5. No Access

      Book Chapter

      Pages 73-88

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

  3. Iterated Random Functions

    1. Front Matter

      Pages 89-89

    2. No Access

      Book Chapter

      Pages 91-117

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

    3. No Access

      Book Chapter

      Pages 119-135

      Homogeneity at Infinity of Stationary Solutions of Multivariate Affine Stochastic Recursions

    4. No Access

      Book Chapter

      Pages 137-157

      On Solutions of the Affine Recursion and the Smoothing Transform in the Critical Case

    5. No Access

      Book Chapter

      Pages 159-187

      Power Laws on Weighted Branching Trees

    6. No Access

      Book Chapter

      Pages 189-228

      The Smoothing Transform: A Review of Contraction Results

    7. No Access

      Book Chapter

      Pages 229-251

      Precise Tail Index of Fixed Points of the Two-Sided Smoothing Transform

    8. No Access

      Book Chapter

      Pages 253-265

      Conditioned Random Walk in Weyl Chambers and Renewal Theory