The invariant measure of random walks in the quarter plane
Bai, Xinwei (2014)
In this report, we consider the problem that given the interior transition probabilities of a two-dimensional random walk, and a specific measeure "m", how to contsruct the transition propabilities on the horizontal axis, the vertical axis and the origin such that "m" is the invariant measure of the random walk.
thesis_final_0826.pdf