Random Walks In The Quarter Plane

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Random Walks In The Quarter Plane
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Author : Guy Fayolle
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Random Walks In The Quarter Plane written by Guy Fayolle and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Mathematics categories.
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.
Random Walks In The Quarter Plane
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Author : Yanting Chen
language : en
Publisher:
Release Date : 2015
Random Walks In The Quarter Plane written by Yanting Chen and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015 with categories.
Random Walks In A Quarter Plane With Zero Drifts
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Author : G. Fayolle
language : en
Publisher:
Release Date : 1990
Random Walks In A Quarter Plane With Zero Drifts written by G. Fayolle and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1990 with categories.
Random Walks In The Quarter Plane
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Author : Guy Fayolle
language : en
Publisher: Springer
Release Date : 2017-02-06
Random Walks In The Quarter Plane written by Guy Fayolle and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-02-06 with Mathematics categories.
This monograph aims to promote original mathematical methods to determine the invariant measure of two-dimensional random walks in domains with boundaries. Such processes arise in numerous applications and are of interest in several areas of mathematical research, such as Stochastic Networks, Analytic Combinatorics, and Quantum Physics. This second edition consists of two parts. Part I is a revised upgrade of the first edition (1999), with additional recent results on the group of a random walk. The theoretical approach given therein has been developed by the authors since the early 1970s. By using Complex Function Theory, Boundary Value Problems, Riemann Surfaces, and Galois Theory, completely new methods are proposed for solving functional equations of two complex variables, which can also be applied to characterize the Transient Behavior of the walks, as well as to find explicit solutions to the one-dimensional Quantum Three-Body Problem, or to tackle a new class of Integrable Systems. Part II borrows special case-studies from queueing theory (in particular, the famous problem of Joining the Shorter of Two Queues) and enumerative combinatorics (Counting, Asymptotics). Researchers and graduate students should find this book very useful.
Transcendence In Algebra Combinatorics Geometry And Number Theory
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Author : Alin Bostan
language : en
Publisher: Springer Nature
Release Date : 2021-11-02
Transcendence In Algebra Combinatorics Geometry And Number Theory written by Alin Bostan and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-11-02 with Mathematics categories.
This proceedings volume gathers together original articles and survey works that originate from presentations given at the conference Transient Transcendence in Transylvania, held in Brașov, Romania, from May 13th to 17th, 2019. The conference gathered international experts from various fields of mathematics and computer science, with diverse interests and viewpoints on transcendence. The covered topics are related to algebraic and transcendental aspects of special functions and special numbers arising in algebra, combinatorics, geometry and number theory. Besides contributions on key topics from invited speakers, this volume also brings selected papers from attendees.
An Invitation To Analytic Combinatorics
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Author : Stephen Melczer
language : en
Publisher: Springer Nature
Release Date : 2020-12-22
An Invitation To Analytic Combinatorics written by Stephen Melczer and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-12-22 with Mathematics categories.
This book uses new mathematical tools to examine broad computability and complexity questions in enumerative combinatorics, with applications to other areas of mathematics, theoretical computer science, and physics. A focus on effective algorithms leads to the development of computer algebra software of use to researchers in these domains. After a survey of current results and open problems on decidability in enumerative combinatorics, the text shows how the cutting edge of this research is the new domain of Analytic Combinatorics in Several Variables (ACSV). The remaining chapters of the text alternate between a pedagogical development of the theory, applications (including the resolution by this author of conjectures in lattice path enumeration which resisted several other approaches), and the development of algorithms. The final chapters in the text show, through examples and general theory, how results from stratified Morse theory can help refine some of these computability questions. Complementing the written presentation are over 50 worksheets for the SageMath and Maple computer algebra systems working through examples in the text.
Random Walks Boundaries And Spectra
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Author : Daniel Lenz
language : en
Publisher: Springer Science & Business Media
Release Date : 2011-06-16
Random Walks Boundaries And Spectra written by Daniel Lenz and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-06-16 with Mathematics categories.
These proceedings represent the current state of research on the topics 'boundary theory' and 'spectral and probability theory' of random walks on infinite graphs. They are the result of the two workshops held in Styria (Graz and St. Kathrein am Offenegg, Austria) between June 29th and July 5th, 2009. Many of the participants joined both meetings. Even though the perspectives range from very different fields of mathematics, they all contribute with important results to the same wonderful topic from structure theory, which, by extending a quotation of Laurent Saloff-Coste, could be described by 'exploration of groups by random processes'.
In And Out Of Equilibrium 3 Celebrating Vladas Sidoravicius
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Author : Maria Eulália Vares
language : en
Publisher: Springer Nature
Release Date : 2021-03-25
In And Out Of Equilibrium 3 Celebrating Vladas Sidoravicius written by Maria Eulália Vares and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-03-25 with Mathematics categories.
This is a volume in memory of Vladas Sidoravicius who passed away in 2019. Vladas has edited two volumes appeared in this series ("In and Out of Equilibrium") and is now honored by friends and colleagues with research papers reflecting Vladas' interests and contributions to probability theory.
Probability And Phase Transition
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Author : G.R. Grimmett
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-04-17
Probability And Phase Transition written by G.R. Grimmett and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-04-17 with Science categories.
This volume describes the current state of knowledge of random spatial processes, particularly those arising in physics. The emphasis is on survey articles which describe areas of current interest to probabilists and physicists working on the probability theory of phase transition. Special attention is given to topics deserving further research. The principal contributions by leading researchers concern the mathematical theory of random walk, interacting particle systems, percolation, Ising and Potts models, spin glasses, cellular automata, quantum spin systems, and metastability. The level of presentation and review is particularly suitable for postgraduate and postdoctoral workers in mathematics and physics, and for advanced specialists in the probability theory of spatial disorder and phase transition.
Locally Perturbed Random Walks
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Author : Alexander Iksanov
language : en
Publisher: Springer Nature
Release Date : 2025-05-23
Locally Perturbed Random Walks written by Alexander Iksanov and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2025-05-23 with Mathematics categories.
This monograph provides a comprehensive overview of locally perturbed random walks, tools used for their analysis, and current research on their applications. The authors present the material in a self-contained manner, providing strong motivation in Chapter One with illustrative examples of locally perturbed random walks and an introduction of the mathematical tools that are used throughout the book. Chapter Two shows the construction of various stochastic processes that serve as scaling limits for locally perturbed random walks, particularly focusing on reflected and skewed processes. In Chapter Three, the authors prove various limit theorems for these perturbed random walks. The final chapter serves as an appendix that collects essential background material for readers who wish to understand the arguments more deeply. Locally Perturbed Random Walks will appeal to researchers interested in this area within modern probability theory. It is also accessible to students who have taken a second course in probability.