| 書(shū)目名稱 | Random Walks in the Quarter-Plane | | 副標(biāo)題 | Algebraic Methods, B | | 編輯 | Guy Fayolle,Roudolf Iasnogorodski,Vadim Malyshev | | 視頻video | http://file.papertrans.cn/822/821100/821100.mp4 | | 概述 | Includes supplementary material: | | 叢書(shū)名稱 | Stochastic Modelling and Applied Probability | | 圖書(shū)封面 |  | | 描述 | 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 | | 出版日期 | Book 19991st edition | | 關(guān)鍵詞 | Markov chain; Riemann surfaces; functional equations; measure; queuing theory; random walk; random walks; u | | 版次 | 1 | | doi | https://doi.org/10.1007/978-3-642-60001-2 | | isbn_softcover | 978-3-642-64217-3 | | isbn_ebook | 978-3-642-60001-2Series ISSN 0172-4568 Series E-ISSN 2197-439X | | issn_series | 0172-4568 | | copyright | Springer-Verlag Berlin Heidelberg 1999 |
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