Random Walks in the Quarter-Plane

This monograph aims at promoting original mathematical methods to determine the invariant measure of two-dimensional random walks in domains with boundaries. Such processes are of interest in several areas of mathematical research and are encountered in pure probabilistic problems, as well as in applications involving queuing theory. Using Riemann surfaces and boundary value problems, the authors propose completely new approaches to solve functional equations of two complex variables. These methods can also be employed to characterize the transient behavior of random walks in the quarter plane.

שנה

2017

שפה

English

הוצאה

Springer

מהדורות

4

עמודים

265

ISBN

9783319509280

מקור הנתונים: Wikidata