Bulletin of the American Mathematical Society · 1976 · 328 citations · 20 references
Natural SciencesMathematicsProbability TheoryStatisticsStochastic ProcessesFixed Point TheoryOperator TheoryRandom VariablesStochastic Systems ModelingOperatorsProbabilistic AnalysisRandom Differential EquationsRandom Operators
1. Introduction. Probabilistic operator theory is that branch of probabilistic (or stochastic) analysis which is concerned with the study of operator-valued random variables (or, simply, random operators) and their properties. The development of a theory of random operators is of interest in its own right as a probabilistic generalization of (deterministic) operator theory; and just as operator theory is of fundamental importance in the study of operator equations, the development of probabilistic operator theory is required for the study of various classes of random equations.
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Hillel Fürstenberg, Harry Kesten · The Annals of Mathematical Statistics · 1960 · 1.1K citations · Full text
Random Differential Equations in Science and Engineering
T. T. Soong, J. L. Bogdanoff · Journal of Applied Mechanics · 1974 · 880 citations · Full text
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<i>Random Matrices and the Statistical Theory of Energy Levels</i>
M. L. Mehta, Eugen Merzbacher · Physics Today · 1969 · 575 citations