Probability Measures on Semigroups: Convolution Products, Random Walks and Random Matrices

Description:

This book presents up-to-date material on the theory of weak convergence of convolution products of probability measures in semigroups, the theory of random walks on semigroups, and their applications to products of random matrices. Includes exercises.

Review Quotes:

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 für 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

"Högnäs 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)