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

• Main Authors: Fayolle, Guy (Author), Iasnogorodski, Roudolf (Author), Malyshev, Vadim (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Cham : Springer International Publishing : Imprint: Springer, 2017.
• Edition: 2nd ed. 2017.
• Series: Probability Theory and Stochastic Modelling, 40
• Subjects: Mathematics.; Mathematical statistics.; Difference equations.; Functional equations.; Probabilities.; Statistics.; Probability Theory and Stochastic Processes.; Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Sciences.; Probability and Statistics in Computer Science.; Difference and Functional Equations.

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...

Table of Contents:

• 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.