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Random Walks in the Quarter-Plane: Algebraic Methods, Boundary Value Problems and Applications: 40 (Stochastic Modelling and Applied Probability) - Tapa blanda

Libro 12 de 34: Probability Theory and Stochastic Modelling

Fayolle, Guy; Iasnogorodski, Roudolf; Malyshev, Vadim

 
9783642642173: Random Walks in the Quarter-Plane: Algebraic Methods, Boundary Value Problems and Applications: 40 (Stochastic Modelling and Applied Probability)

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Sinopsis

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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Reseña del editor

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.

"Sobre este título" puede pertenecer a otra edición de este libro.