Two coupled processors: The reduction to a Riemann-Hilbert problem

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Abstract

Many problems arising from the coupling of processors require the solution of functional equations. Generally, the unknown functions are the generating functions for a stationary distribution of the studied process. In this paper, a particular problem is addressed but results lead to a computationally reasonable solution which applies to very general two dimensional random walks. © 1979 Springer-Verlag.

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Fayolle, G., & Iasnogorodski, R. (1979). Two coupled processors: The reduction to a Riemann-Hilbert problem. Zeitschrift Für Wahrscheinlichkeitstheorie Und Verwandte Gebiete, 47(3), 325–351. https://doi.org/10.1007/BF00535168

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