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Random Walks in the Quarter Plane
Fayolle, Guy; Iasnogorodski, Roudolf; Malyshev, Vadim
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Description for Random Walks in the Quarter Plane
Hardback. Series: Probability Theory and Stochastic Modelling. Num Pages: 248 pages, 17 black & white illustrations, biography. BIC Classification: PBT; PBW; PHQ. Category: (P) Professional & Vocational. Dimension: 235 x 155 x 16. Weight in Grams: 567.
This monograph aims to promote original mathematical methods to determine the invariant measure of two-dimensional random walks in domains with boundaries. Such processes arise in numerous applications and are of interest in several areas of mathematical research, such as Stochastic Networks, Analytic Combinatorics, and Quantum Physics. This second edition consists of two parts.
Part I is a revised upgrade of the first edition (1999), with additional recent results on the group of a random walk. The theoretical approach given therein has been developed by the authors since the early 1970s. By using Complex Function Theory, Boundary Value Problems, Riemann Surfaces, and Galois ... Read more, completely new methods are proposed for solving functional equations of two complex variables, which can also be applied to characterize the Transient Behavior of the walks, as well as to find explicit solutions to the one-dimensional Quantum Three-Body Problem, or to tackle a new class of Integrable Systems.Part II borrows special case-studies from queueing theory (in particular, the famous problem of Joining the Shorter of Two Queues) and enumerative combinatorics (Counting, Asymptotics).
Researchers and graduate students should find this book very useful.
Product Details
Format
Hardback
Publication date
2017
Publisher
Springer International Publishing AG Switzerland
Number of pages
248
Condition
New
Series
Probability Theory and Stochastic Modelling
Number of Pages
248
Place of Publication
Cham, Switzerland
ISBN
9783319509280
SKU
V9783319509280
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
About Fayolle, Guy; Iasnogorodski, Roudolf; Malyshev, Vadim
G. FAYOLLE: Engineer degree from École Centrale in 1967, Doctor-es-Sciences (Mathematics) from University of Paris 6, 1979. He joined INRIA in 1971. Research Director and team leader (1975-2008), now Emeritus. He has written about 100 papers in Analysis, Probability and Statistical Physics. R. IASNOGORODSKI: Doctor-es-Sciences (Mathematics) from University of Paris 6, 1979. Associate Professor in the Department of ... Read more
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