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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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