Item description for Random Walks in the Quarter-Plane: Algebraic Methods, Boundary Value Problems and Applications (Stochastic Modelling and Applied Probability) by Guy Fayolle...
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.
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Est. Packaging Dimensions: Length: 9.54" Width: 6.39" Height: 0.62" Weight: 0.86 lbs.
Release Date Jun 11, 1999
ISBN 3540650474 ISBN13 9783540650478