Spectral theory of random self-adjoint operators
Itogi nauki i tehniki. Seriâ, Teoriâ veroâtnostej. Matematičeskaâ statistika. Teoretičeskaâ kibernetika, Itogi Nauki i Tekhniki. Seriya "Teoriya Veroyatnostei. Matematicheskaya Statistika. Teoreticheskaya Kibernetika", Tome 25 (1987), pp. 3-67
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The survey reviews recent results on spectral analysis of differential and finite-difference operators with random spatially homogeneous coefficients. The corresponding problems that crystallized in the development of a number of areas in mathematics and related sciences are very rich and diverse. We discuss the traditional problems of spectral analysis, where the use of probabilistic ideas and methods now allows highly detailed spectral analysis to be performed for an essentially broader class of operators, as well as new problems and results obtained in the framework of this theory.