Random Walks in the Quarter Plane: Algebraic Methods, Boundary Value Problems, Applications to Queueing Systems and Analytic Combinatorics (Probability Theory and Stochastic Modelling)
暫譯: 四分平面隨機漫步:代數方法、邊界值問題、排隊系統應用與解析組合學(機率論與隨機建模)
Guy Fayolle, Roudolf Iasnogorodski, Vadim Malyshev
- 出版商: Springer
- 出版日期: 2017-02-13
- 售價: $4,470
- 貴賓價: 9.5 折 $4,247
- 語言: 英文
- 頁數: 248
- 裝訂: Hardcover
- ISBN: 3319509284
- ISBN-13: 9783319509280
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商品描述
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.
商品描述(中文翻譯)
這本專著旨在推廣原創的數學方法,以確定具有邊界的二維隨機漫步的不變測度。這類過程在許多應用中出現,並且在數個數學研究領域中引起興趣,例如隨機網路、解析組合學和量子物理。本書的第二版由兩個部分組成。
第一部分是對第一版(1999年)的修訂升級,包含有關隨機漫步群的最新結果。書中所提供的理論方法自1970年代初期以來由作者發展而來。通過使用複變函數理論、邊界值問題、黎曼曲面和伽羅瓦理論,提出了全新的方法來解決兩個複變數的函數方程,這些方法也可以用來表徵漫步的瞬態行為,以及找到一維量子三體問題的顯式解,或處理一類新的可積系統。
第二部分借鑒了排隊理論中的特殊案例研究(特別是著名的選擇較短的兩個隊列問題)和計數組合學(計數、漸近分析)。
研究人員和研究生應該會發現這本書非常有用。