University of Twente Student Theses
The invariant measure of random walks in the quarter plane
Bai, Xinwei (2014) The invariant measure of random walks in the quarter plane.
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| Abstract: | 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. |
| Item Type: | Essay (Master) |
| Faculty: | EEMCS: Electrical Engineering, Mathematics and Computer Science |
| Subject: | 31 mathematics |
| Programme: | Applied Mathematics MSc (60348) |
| Link to this item: | http://purl.utwente.nl/essays/65967 |
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