Products of random matrices as they arise in the study of random walks on groups. (English) Zbl 0586.60012
Random matrices and their applications, Proc. AMS-IMS-SIAM Joint Summer Res. Conf., Brunswick/Maine 1984, Contemp. Math. 50, 183-195 (1986).
[For the entire collection see Zbl 0581.00014.]
A number of problems in applied probability involve products of random matrices. These include analysis of random number generators, algorithms for viewing high dimensional data in low dimensional projections, and algorithms for efficient encryption of telephone conversations. We describe these problems and tools for their solution that use group representations.
A number of problems in applied probability involve products of random matrices. These include analysis of random number generators, algorithms for viewing high dimensional data in low dimensional projections, and algorithms for efficient encryption of telephone conversations. We describe these problems and tools for their solution that use group representations.
MSC:
| 60B15 | Probability measures on groups or semigroups, Fourier transforms, factorization |
| 60K25 | Queueing theory (aspects of probability theory) |
