Markov chains are an important idea, related to random walks, which crops up widely in applied stochastic analysis. They are used for such applications as performance modelling and evaluation of computer networks, queuing networks and telecommunication systems. The point of this book is to provide methods, based on the construction of Lyapunov functions, of determining when a Markov chain is ergodic, null recurrent or transient. These methods, which are, on the whole, original and new, can also be extended to the study of questions of stability. Of particular concern are reflected random walks and reflected Brownian motion. The authors provide not only a self-contained introduction to the theory, but also details of how the required Lyapunov functions are constructed in various situations.

New and striking results obtained in recent years from an intensive study of asymptotic combinatorics have led to a new, higher level of understanding of related problems: the theory of integrable systems, the Riemann-Hilbert problem, asymptotic representation theory, spectra of random matrices, combinatorics of Young diagrams and permutations, and even some aspects of quantum field theory.

'Et moi, ..., si j' avait su comment en revenir, One service mathematics has rendered the human race. It has put common sense back je n'y serais point aIle.' Jules Verne where it belongs, on the topmost shelf next to the dusty canister labelled 'discarded non- The series is divergent; therefore we may be sense'" able 10 do something with it. Eric T. Bell O. Heaviside Mathematics is a tool for thought. A highly necessary tool in a world where both feedback and non linearities abound_ Similarly, all kinds of parts of mathematics serve as tools for other parts and for other sciences. Applying a simple rewriting rule to the quote on the right above one finds such statements as: 'One service topology has rendered mathematical physics .. .'; 'One service logic has rendered com puter science .. .'; 'One service category theory has rendered mathematics .. .'. All arguably true. And all statements obtainable this way form part of the raison d'etre of this series."

'Et moi, ..., si j' avait su comment en revenir, One service mathematics has rendered the human race. It has put common sense back je n'y serais point aIle.' Jules Verne where it belongs, on the topmost shelf next to the dusty canister labelled 'discarded non- The series is divergent; therefore we may be sense'" able 10 do something with it. Eric T. Bell O. Heaviside Mathematics is a tool for thought. A highly necessary tool in a world where both feedback and non linearities abound_ Similarly, all kinds of parts of mathematics serve as tools for other parts and for other sciences. Applying a simple rewriting rule to the quote on the right above one finds such statements as: 'One service topology has rendered mathematical physics .. .'; 'One service logic has rendered com puter science .. .'; 'One service category theory has rendered mathematics .. .'. All arguably true. And all statements obtainable this way form part of the raison d'etre of this series."

New and striking results obtained in recent years from an intensive study of asymptotic combinatorics have led to a new, higher level of understanding of related problems: the theory of integrable systems, the Riemann-Hilbert problem, asymptotic representation theory, spectra of random matrices, combinatorics of Young diagrams and permutations, and even some aspects of quantum field theory.

Markov chains are an important idea, related to random walks, which crops up widely in applied stochastic analysis. They are used for example in performance modeling and evaluation of computer networks, queuing networks, and telecommunication systems. The main point of the present book is to provide methods, based on the construction of Lyapunov functions, of determining when a Markov chain is ergodic, null recurrent, or transient. These methods, which are on the whole original and new, can also be extended to the study of questions of stability. Of particular concern are reflected random walks and reflected Brownian motion. Here, the authors provide a self-contained introduction to the theory and details of how the required Lyapunov functions are constructed in various situations.