portada random walks in the quarter-plane: algebraic methods, boundary value problems and applications (en Inglés)

random walks in the quarter-plane: algebraic methods, boundary value problems and applications (en Inglés)

Formato

Libro Físico

Autor

Guy Fayolle

Roudolf Iasnogorodski

Vadim Malyshev

Editorial

Springer

Año

2011

Idioma

Inglés

N° páginas

156

Encuadernación

Tapa Blanda

Dimensiones

23.4x15.6x1 cm

Peso

0.26 kg.

ISBN

3642642179

ISBN13

9783642642173

Categorías

Cálculo y análisis matemático
Probabilidad y estadística

random walks in the quarter-plane: algebraic methods, boundary value problems and applications (en Inglés)

Guy Fayolle (Autor) · Roudolf Iasnogorodski (Autor) · Vadim Malyshev (Autor) · Springer · Tapa Blanda

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Reseña del libro "random walks in the quarter-plane: algebraic methods, boundary value problems and applications (en Inglés)"

Historical Comments Two-dimensional random walks in domains with non-smooth boundaries inter- est several groups of the mathematical community. In fact these objects are encountered in pure probabilistic problems, as well as in applications involv- ing queueing theory. This monograph aims at promoting original mathematical methods to determine the invariant measure of such processes. Moreover, as it will emerge later, these methods can also be employed to characterize the transient behavior. It is worth to place our work in its historical context. This book has three sources. l. Boundary value problems for functions of one complex variable; 2. Singular integral equations, Wiener-Hopf equations, Toeplitz operators; 3. Random walks on a half-line and related queueing problems. The first two topics were for a long time in the center of interest of many well known mathematicians: Riemann, Sokhotski, Hilbert, Plemelj, Carleman, Wiener, Hopf. This one-dimensional theory took its final form in the works of Krein, Muskhelishvili, Gakhov, Gokhberg, etc. The third point, and the related probabilistic problems, have been thoroughly investigated by Spitzer, Feller, Baxter, Borovkov, Cohen, etc.