Random Walks in the Quarter Plane Algebraic Methods, Boundary Value Problems, Applications to Queueing Systems and Analytic Combinatorics /

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, Analyt...

Πλήρης περιγραφή

Λεπτομέρειες βιβλιογραφικής εγγραφής
Κύριοι συγγραφείς: Fayolle, Guy (Συγγραφέας), Iasnogorodski, Roudolf (Συγγραφέας), Malyshev, Vadim (Συγγραφέας)
Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
Γλώσσα:English
Έκδοση: Cham : Springer International Publishing : Imprint: Springer, 2017.
Έκδοση:2nd ed. 2017.
Σειρά:Probability Theory and Stochastic Modelling, 40
Θέματα:
Διαθέσιμο Online:Full Text via HEAL-Link
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100 1 |a Fayolle, Guy.  |e author. 
245 1 0 |a Random Walks in the Quarter Plane  |h [electronic resource] :  |b Algebraic Methods, Boundary Value Problems, Applications to Queueing Systems and Analytic Combinatorics /  |c by Guy Fayolle, Roudolf Iasnogorodski, Vadim Malyshev. 
250 |a 2nd ed. 2017. 
264 1 |a Cham :  |b Springer International Publishing :  |b Imprint: Springer,  |c 2017. 
300 |a XVII, 248 p. 17 illus.  |b online resource. 
336 |a text  |b txt  |2 rdacontent 
337 |a computer  |b c  |2 rdamedia 
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490 1 |a Probability Theory and Stochastic Modelling,  |x 2199-3130 ;  |v 40 
505 0 |a Introduction and History -- I The General Theory. - Probabilistic Background. - Foundations of the Analytic Approach. - The Case of a Finite Group -- II Applications to Queueing Systems and Analytic Combinatorics -- A Two-Coupled Processor Model. - References. 
520 |a 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. 
650 0 |a Mathematics. 
650 0 |a Mathematical statistics. 
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650 0 |a Functional equations. 
650 0 |a Probabilities. 
650 0 |a Statistics. 
650 1 4 |a Mathematics. 
650 2 4 |a Probability Theory and Stochastic Processes. 
650 2 4 |a Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Sciences. 
650 2 4 |a Probability and Statistics in Computer Science. 
650 2 4 |a Difference and Functional Equations. 
700 1 |a Iasnogorodski, Roudolf.  |e author. 
700 1 |a Malyshev, Vadim.  |e author. 
710 2 |a SpringerLink (Online service) 
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776 0 8 |i Printed edition:  |z 9783319509280 
830 0 |a Probability Theory and Stochastic Modelling,  |x 2199-3130 ;  |v 40 
856 4 0 |u http://dx.doi.org/10.1007/978-3-319-50930-3  |z Full Text via HEAL-Link 
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950 |a Mathematics and Statistics (Springer-11649)