Random Walks in the Quarter-Plane
Title | Random Walks in the Quarter-Plane PDF eBook |
Author | Guy Fayolle |
Publisher | Springer Science & Business Media |
Pages | 169 |
Release | 2012-12-06 |
Genre | Mathematics |
ISBN | 3642600018 |
Promoting original mathematical methods to determine the invariant measure of two-dimensional random walks in domains with boundaries, the authors use Using Riemann surfaces and boundary value problems to 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.
Random Walks in the Quarter-Plane
Title | Random Walks in the Quarter-Plane PDF eBook |
Author | Guy Fayolle |
Publisher | Springer Science & Business Media |
Pages | 184 |
Release | 1999-05-04 |
Genre | Mathematics |
ISBN | 9783540650478 |
Promoting original mathematical methods to determine the invariant measure of two-dimensional random walks in domains with boundaries, the authors use Using Riemann surfaces and boundary value problems to 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.
Non-homogeneous Random Walks
Title | Non-homogeneous Random Walks PDF eBook |
Author | Mikhail Menshikov |
Publisher | Cambridge University Press |
Pages | 385 |
Release | 2016-12-22 |
Genre | Mathematics |
ISBN | 1316867366 |
Stochastic systems provide powerful abstract models for a variety of important real-life applications: for example, power supply, traffic flow, data transmission. They (and the real systems they model) are often subject to phase transitions, behaving in one way when a parameter is below a certain critical value, then switching behaviour as soon as that critical value is reached. In a real system, we do not necessarily have control over all the parameter values, so it is important to know how to find critical points and to understand system behaviour near these points. This book is a modern presentation of the 'semimartingale' or 'Lyapunov function' method applied to near-critical stochastic systems, exemplified by non-homogeneous random walks. Applications treat near-critical stochastic systems and range across modern probability theory from stochastic billiards models to interacting particle systems. Spatially non-homogeneous random walks are explored in depth, as they provide prototypical near-critical systems.
Transcendence in Algebra, Combinatorics, Geometry and Number Theory
Title | Transcendence in Algebra, Combinatorics, Geometry and Number Theory PDF eBook |
Author | Alin Bostan |
Publisher | Springer Nature |
Pages | 544 |
Release | 2021-11-02 |
Genre | Mathematics |
ISBN | 3030843041 |
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.
Galois Theory of Difference Equations
Title | Galois Theory of Difference Equations PDF eBook |
Author | Marius van der Put |
Publisher | Springer |
Pages | 182 |
Release | 2006-11-14 |
Genre | Mathematics |
ISBN | 354069241X |
This book lays the algebraic foundations of a Galois theory of linear difference equations and shows its relationship to the analytic problem of finding meromorphic functions asymptotic to formal solutions of difference equations. Classically, this latter question was attacked by Birkhoff and Tritzinsky and the present work corrects and greatly generalizes their contributions. In addition results are presented concerning the inverse problem in Galois theory, effective computation of Galois groups, algebraic properties of sequences, phenomena in positive characteristics, and q-difference equations. The book is aimed at advanced graduate researchers and researchers.
Statistical Mechanics and Random Walks
Title | Statistical Mechanics and Random Walks PDF eBook |
Author | Abram Skogseid |
Publisher | |
Pages | 0 |
Release | 2011-10 |
Genre | Engineering mathematics |
ISBN | 9781614709664 |
In this book, the authors gather and present topical research in the study of statistical mechanics and random walk principles and applications. Topics discussed in this compilation include the application of stochastic approaches to modelling suspension flow in porous media; subordinated Gaussian processes; random walk models in biophysical science; non-equilibrium dynamics and diffusion processes; global random walk algorithm for diffusion processes and application of random walks for the analysis of graphs, musical composition and language phylogeny.
Probability on Graphs
Title | Probability on Graphs PDF eBook |
Author | Geoffrey Grimmett |
Publisher | Cambridge University Press |
Pages | 279 |
Release | 2018-01-25 |
Genre | Mathematics |
ISBN | 1108542999 |
This introduction to some of the principal models in the theory of disordered systems leads the reader through the basics, to the very edge of contemporary research, with the minimum of technical fuss. Topics covered include random walk, percolation, self-avoiding walk, interacting particle systems, uniform spanning tree, random graphs, as well as the Ising, Potts, and random-cluster models for ferromagnetism, and the Lorentz model for motion in a random medium. This new edition features accounts of major recent progress, including the exact value of the connective constant of the hexagonal lattice, and the critical point of the random-cluster model on the square lattice. The choice of topics is strongly motivated by modern applications, and focuses on areas that merit further research. Accessible to a wide audience of mathematicians and physicists, this book can be used as a graduate course text. Each chapter ends with a range of exercises.