Random Walks in the Quarter-Plane : Algebraic Methods, Boundary Value Problems and Applications /

This monograph aims at promoting original mathematical methods to determine the invariant measure of two-dimensional random walks in domains with boundaries. Such processes are of interest in several areas of mathematical research and are encountered in pure probabilistic problems, as well as in app...

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Bibliographic Details
Main Author: Fayolle, Guy
Corporate Author: SpringerLink (Online service)
Other Authors: Iasnogorodski, Roudolf, Malyshev, Vadim
Format: eBook
Language:English
Published: Berlin, Heidelberg : Springer Berlin Heidelberg, 1999.
Series:Applications of Mathematics, Stochastic Modelling and Applied Probability ; 40.
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Call Number: QA274-274.9
 
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