Random Walks in the Quarter-Plane: Algebraic Methods, Boundary Value Problems and Applications - Couverture rigide

Livre 12 sur 34: Probability Theory and Stochastic Modelling

Fayolle, Guy; Iasnogorodski, Roudolf; Malyshev, Vadim

 
9783540650478: Random Walks in the Quarter-Plane: Algebraic Methods, Boundary Value Problems and Applications

Synopsis

Promoting original mathematical methods to determine the invariant measure of two-dimensional random walks in domains with boundaries, the authors use Using Riemann surfaces and boundary value problems to 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.

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