Random Walks in the Quarter-Plane : Algebraic Methods, Boundary Value Problems and Applications
Language: English
Published by Springer 2011-09, 2011
Series: Book 12 of 35 - Probability Theory and Stochastic Modelling
- Softcover
- New
Seller: Chiron Media, Wallingford, United KingdomChiron Media
AbeBooks seller since August 2, 2010
Condition: New
£ 47.63
Quantity: 10 available
Add to basketSeller Inventory # 6666-IUK-9783642642173
- Title
- Random Walks in the Quarter-Plane : Algebraic Methods, Boundary Value Problems and Applications
- Author
- Fayolle, Guy
- Publisher
- Springer 2011-09
- Publication year
- 2011
- Condition
- New
- Binding
- PF
- Language
- English
- ISBN 10
- 3642642179
- ISBN 13
- 9783642642173
- Series
- Book 12 of 35: Probability Theory and Stochastic Modelling
"Synopsis" may belong to another edition of this title.
From the Back Cover
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 Theory, 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.
"About the title" may belong to another edition of this title.
Chiron Media
Wallingford, United Kingdom
AbeBooks seller since August 2, 2010
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