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...
Historical Comments Two-dimensional random walks in domains with non-smooth boundaries inter- est several groups of the mathematical community. In fac...
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...
This monograph aims to promote original mathematical methods to determine the invariant measure of two-dimensional random walks in domains with bou...