Random Walks in the Quarter-Plane

副标题: Algebraic Methods, Boundary Value Problems and Applications (Stochastic Modelling and Applied Probability)

ISBN: 9783540650478

出版社: Springer

出版年: 1999-06-11

页数: 175

定价: USD 114.00

装帧: Hardcover

内容简介

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.