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Random Matrices and Iterated Random Functions

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Cover of 'Random Matrices and Iterated Random Functions'

Table of Contents

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    Book Overview
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    Chapter 1 On the Limiting Spectral Density of Symmetric Random Matrices with Correlated Entries
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    Chapter 2 Asymptotic Eigenvalue Distribution of Random Matrices and Free Stochastic Analysis
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    Chapter 3 Spacings - An Example for Universality in Random Matrix Theory
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    Chapter 4 Stein’s Method and Central Limit Theorems for Haar Distributed Orthogonal Matrices: Some Recent Developments
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    Chapter 5 Large Deviation Tail Estimates and Related Limit Laws for Stochastic Fixed Point Equations
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    Chapter 6 Homogeneity at Infinity of Stationary Solutions of Multivariate Affine Stochastic Recursions
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    Chapter 7 On Solutions of the Affine Recursion and the Smoothing Transform in the Critical Case
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    Chapter 8 Power Laws on Weighted Branching Trees
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    Chapter 9 The Smoothing Transform: A Review of Contraction Results
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    Chapter 10 Precise Tail Index of Fixed Points of the Two-Sided Smoothing Transform
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    Chapter 11 Conditioned Random Walk in Weyl Chambers and Renewal Theory
Attention for Chapter 5: Large Deviation Tail Estimates and Related Limit Laws for Stochastic Fixed Point Equations
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Chapter title
Large Deviation Tail Estimates and Related Limit Laws for Stochastic Fixed Point Equations
Chapter number 5
Book title
Random Matrices and Iterated Random Functions
Published by
Springer, Berlin, Heidelberg, January 2013
DOI 10.1007/978-3-642-38806-4_5
Book ISBNs
978-3-64-238805-7, 978-3-64-238806-4
Authors

Jeffrey F. Collamore, Anand N. Vidyashankar

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