Random Walks in the Quarter-Plane: Algebraic Methods, Boundary Value Problems and Applications (Stochastic Modelling and Applied Probability, Band 40) - Softcover

Buch 12 von 35: Probability Theory and Stochastic Modelling

Fayolle, Guy; Iasnogorodski, Roudolf; Malyshev, Vadim

 
9783642642173: Random Walks in the Quarter-Plane: Algebraic Methods, Boundary Value Problems and Applications (Stochastic Modelling and Applied Probability, Band 40)
Softcover
ISBN 10: 3642642179 ISBN 13: 9783642642173
Verlag: Springer, 2011

Inhaltsangabe

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.

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Über die Autorin bzw. den Autor

G. FAYOLLE: Engineer degree from École Centrale in 1967, Doctor-es-Sciences (Mathematics) from University of Paris 6, 1979. He joined INRIA in 1971. Research Director and team leader (1975-2008), now Emeritus. He has written about 100 papers in Analysis, Probability and Statistical Physics. R. IASNOGORODSKI: Doctor-es-Sciences (Mathematics) from University of Paris 6, 1979. Associate Professor in the Department of Mathematics at the University of Orléans (France), 1977-2003. He has written about 30 papers in Analysis and Probability. V.A. MALYSHEV: 1955-1961 student Moscow State University, 1967-nowadays Professor at Moscow State University, 1990-2005 Research Director at INRIA (France). He has written about 200 papers in Analysis, Probability and Mathematical Physics.

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Verlag
Springer
Erscheinungsdatum
2011
Sprache
Englisch
ISBN 10 
3642642179
ISBN 13 
9783642642173
Einband
Taschenbuch
Anzahl der Seiten
180
Kontakt zum Hersteller
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