Understanding the Wiener–Hopf factorization for the simple random walk (Q4305662)
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scientific article; zbMATH DE number 639173
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Understanding the Wiener–Hopf factorization for the simple random walk |
scientific article; zbMATH DE number 639173 |
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Understanding the Wiener–Hopf factorization for the simple random walk (English)
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13 October 1994
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splitting about the minimum
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Wiener-Hopf identity
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ladder height distributions
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time-reversal
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