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Random Walks in the Quarter Plane: Algebraic Methods, Boundary Value Problems, Applications to Queueing Systems and Analytic Combinatorics
Hardcover
Series: Probability Theory and Stochastic Modelling, Book 40
General MathematicsProbability & Statistics
ISBN13: 9783319509280
Publisher: Springer Nature
Published: Feb 13 2017
Pages: 248
Weight: 1.22
Height: 0.63 Width: 6.14 Depth: 9.21
Language: English
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 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.
2 different editions
Also available
Random Walks in the Quarter-Plane: Algebraic Methods, Boundary Value Problems and Applications
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Random Walks in the Quarter Plane: Algebraic Methods, Boundary Value Problems, Applications to Queueing Systems and Analytic Combinatorics
Fayolle, Guy
Iasnogorodski, Roudolf
Malyshev, Vadim
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