Random Walks in the Quarter-Plane
Work detail
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 applications involving queuing theory. Using Riemann surfaces and boundary value problems, the authors propose completely new approaches to solve functional equations of two complex variables. These methods can also be employed to characterize the transient behavior of random walks in the quarter plane.
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- Open Author
Guy Fayolle
- Open Author
Roudolf Iasnogorodski
- Open Author
Vadim Malyshev
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Random Walks in the Quarter Plane
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Random Walks in the Quarter Plane
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Random Walks in the Quarter-Plane
- RWRandom Walks in the Quarter-PlaneGuy Fayolle, Roudolf Iasnogorodski, Vadim Malyshev
Random Walks in the Quarter-Plane