Random Walks in the Quarter Plane
Random Walks in the Quarter Plane

Author: Guy Fayolle

Publisher: Springer

Published: 2017-02-06

Total Pages: 258

ISBN-13: 3319509306

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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.

Non-homogeneous Random Walks
Non-homogeneous Random Walks

Author: Mikhail Menshikov

Publisher: Cambridge University Press

Published: 2016-12-22

Total Pages: 385

ISBN-13: 1316867366

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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
Transcendence in Algebra, Combinatorics, Geometry and Number Theory

Author: Alin Bostan

Publisher: Springer Nature

Published: 2021-11-02

Total Pages: 544

ISBN-13: 3030843041

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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.

Probability and Phase Transition
Probability and Phase Transition

Author: G.R. Grimmett

Publisher: Springer Science & Business Media

Published: 2013-04-17

Total Pages: 334

ISBN-13: 9401583269

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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.

In and Out of Equilibrium 3: Celebrating Vladas Sidoravicius
In and Out of Equilibrium 3: Celebrating Vladas Sidoravicius

Author: Maria Eulália Vares

Publisher: Springer Nature

Published: 2021-03-25

Total Pages: 819

ISBN-13: 3030607542

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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.

Analytic Methods in Applied Probability
Analytic Methods in Applied Probability

Author: Yu. M. Suhov

Publisher: American Mathematical Soc.

Published: 2002

Total Pages: 228

ISBN-13: 9780821833063

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This volume is dedicated to F. I. Karpelevich, an outstanding Russian mathematician who made important contributions to applied probability theory. The book contains original papers focusing on several areas of applied probability and its uses in modern industrial processes, telecommunications, computing, mathematical economics, and finance. It opens with a review of Karpelevich's contributions to applied probability theory and includes a bibliography of his works. Other articles discuss queueing network theory, in particular, in heavy traffic approximation (fluid models). The book is suitable for graduate students, theoretical and applied probabilists, computer scientists, and engineers.

Séminaire de Probabilités XLVIII
Séminaire de Probabilités XLVIII

Author: Catherine Donati-Martin

Publisher: Springer

Published: 2016-11-17

Total Pages: 503

ISBN-13: 3319444654

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In addition to its further exploration of the subject of peacocks, introduced in recent Séminaires de Probabilités, this volume continues the series’ focus on current research themes in traditional topics such as stochastic calculus, filtrations and random matrices. Also included are some particularly interesting articles involving harmonic measures, random fields and loop soups. The featured contributors are Mathias Beiglböck, Martin Huesmann and Florian Stebegg, Nicolas Juillet, Gilles Pags, Dai Taguchi, Alexis Devulder, Mátyás Barczy and Peter Kern, I. Bailleul, Jürgen Angst and Camille Tardif, Nicolas Privault, Anita Behme, Alexander Lindner and Makoto Maejima, Cédric Lecouvey and Kilian Raschel, Christophe Profeta and Thomas Simon, O. Khorunzhiy and Songzi Li, Franck Maunoury, Stéphane Laurent, Anna Aksamit and Libo Li, David Applebaum, and Wendelin Werner.

An Invitation to Analytic Combinatorics
An Invitation to Analytic Combinatorics

Author: Stephen Melczer

Publisher: Springer Nature

Published: 2020-12-22

Total Pages: 418

ISBN-13: 3030670805

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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.

Performance of Distributed Systems and Integrated Communication Networks
Performance of Distributed Systems and Integrated Communication Networks

Author: T. Hasegawa

Publisher: Elsevier

Published: 2014-06-28

Total Pages: 442

ISBN-13: 1483298469

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This book explores new analytical techniques and tools for the performance evaluation of distributed and integrated computer communication systems. The systems considered are those arising in LAN, MAN, WAN broadband ISDN, and ATM switching. These systems are mathematically modelled and analysed. Analytical results are presented on the basic queueing models such as multi-queue, priority queue, queueing network, queue with bursty input and superposed input, and multi-server queue. These results can be usefully applied for the performance evaluation of all the above systems.