Random Walks in the Quarter-Plane: Algebraic Methods, Boundary Value Problems and Applications
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Berlin, Heidelberg
Springer Berlin Heidelberg
1999
|
| Schriftenreihe: | Applications of Mathematics Stochastic Modelling and Applied Probability
40 |
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Beschreibung: | Historical Comments Two-dimensional random walks in domains with non-smooth boundaries inter est several groups of the mathematical community. In fact these objects are encountered in pure probabilistic problems, as well as in applications involv ing queueing theory. This monograph aims at promoting original mathematical methods to determine the invariant measure of such processes. Moreover, as it will emerge later, these methods can also be employed to characterize the transient behavior. It is worth to place our work in its historical context. This book has three sources. l. Boundary value problems for functions of one complex variable; 2. Singular integral equations, Wiener-Hopf equations, Toeplitz operators; 3. Random walks on a half-line and related queueing problems. The first two topics were for a long time in the center of interest of many well known mathematicians: Riemann, Sokhotski, Hilbert, Plemelj, Carleman, Wiener, Hopf. This one-dimensional theory took its final form in the works of Krein, Muskhelishvili, Gakhov, Gokhberg, etc. The third point, and the related probabilistic problems, have been thoroughly investigated by Spitzer, Feller, Baxter, Borovkov, Cohen, etc |
| Beschreibung: | 1 Online-Ressource (XV, 156 p) |
| ISBN: | 9783642600012 9783642642173 |
| ISSN: | 0172-4568 |
| DOI: | 10.1007/978-3-642-60001-2 |
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| isbn | 9783642600012 9783642642173 |
| issn | 0172-4568 |
| language | English |
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| spelling | Fayolle, Guy Verfasser aut Random Walks in the Quarter-Plane Algebraic Methods, Boundary Value Problems and Applications by Guy Fayolle, Roudolf Iasnogorodski, Vadim Malyshev Berlin, Heidelberg Springer Berlin Heidelberg 1999 1 Online-Ressource (XV, 156 p) txt rdacontent c rdamedia cr rdacarrier Applications of Mathematics Stochastic Modelling and Applied Probability 40 0172-4568 Historical Comments Two-dimensional random walks in domains with non-smooth boundaries inter est several groups of the mathematical community. In fact these objects are encountered in pure probabilistic problems, as well as in applications involv ing queueing theory. This monograph aims at promoting original mathematical methods to determine the invariant measure of such processes. Moreover, as it will emerge later, these methods can also be employed to characterize the transient behavior. It is worth to place our work in its historical context. This book has three sources. l. Boundary value problems for functions of one complex variable; 2. Singular integral equations, Wiener-Hopf equations, Toeplitz operators; 3. Random walks on a half-line and related queueing problems. The first two topics were for a long time in the center of interest of many well known mathematicians: Riemann, Sokhotski, Hilbert, Plemelj, Carleman, Wiener, Hopf. This one-dimensional theory took its final form in the works of Krein, Muskhelishvili, Gakhov, Gokhberg, etc. The third point, and the related probabilistic problems, have been thoroughly investigated by Spitzer, Feller, Baxter, Borovkov, Cohen, etc Mathematics Global analysis (Mathematics) Distribution (Probability theory) Mathematical statistics Probability Theory and Stochastic Processes Analysis Statistical Theory and Methods Mathematik Irrfahrtsproblem (DE-588)4162442-7 gnd rswk-swf Viertelebene (DE-588)4553601-6 gnd rswk-swf Irrfahrtsproblem (DE-588)4162442-7 s Viertelebene (DE-588)4553601-6 s 1\p DE-604 Iasnogorodski, Roudolf Sonstige oth Malyshev, Vadim Sonstige oth https://doi.org/10.1007/978-3-642-60001-2 Verlag Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Fayolle, Guy Random Walks in the Quarter-Plane Algebraic Methods, Boundary Value Problems and Applications Mathematics Global analysis (Mathematics) Distribution (Probability theory) Mathematical statistics Probability Theory and Stochastic Processes Analysis Statistical Theory and Methods Mathematik Irrfahrtsproblem (DE-588)4162442-7 gnd Viertelebene (DE-588)4553601-6 gnd |
| subject_GND | (DE-588)4162442-7 (DE-588)4553601-6 |
| title | Random Walks in the Quarter-Plane Algebraic Methods, Boundary Value Problems and Applications |
| title_auth | Random Walks in the Quarter-Plane Algebraic Methods, Boundary Value Problems and Applications |
| title_exact_search | Random Walks in the Quarter-Plane Algebraic Methods, Boundary Value Problems and Applications |
| title_full | Random Walks in the Quarter-Plane Algebraic Methods, Boundary Value Problems and Applications by Guy Fayolle, Roudolf Iasnogorodski, Vadim Malyshev |
| title_fullStr | Random Walks in the Quarter-Plane Algebraic Methods, Boundary Value Problems and Applications by Guy Fayolle, Roudolf Iasnogorodski, Vadim Malyshev |
| title_full_unstemmed | Random Walks in the Quarter-Plane Algebraic Methods, Boundary Value Problems and Applications by Guy Fayolle, Roudolf Iasnogorodski, Vadim Malyshev |
| title_short | Random Walks in the Quarter-Plane |
| title_sort | random walks in the quarter plane algebraic methods boundary value problems and applications |
| title_sub | Algebraic Methods, Boundary Value Problems and Applications |
| topic | Mathematics Global analysis (Mathematics) Distribution (Probability theory) Mathematical statistics Probability Theory and Stochastic Processes Analysis Statistical Theory and Methods Mathematik Irrfahrtsproblem (DE-588)4162442-7 gnd Viertelebene (DE-588)4553601-6 gnd |
| topic_facet | Mathematics Global analysis (Mathematics) Distribution (Probability theory) Mathematical statistics Probability Theory and Stochastic Processes Analysis Statistical Theory and Methods Mathematik Irrfahrtsproblem Viertelebene |
| url | https://doi.org/10.1007/978-3-642-60001-2 |
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