Wiener-Hopf equation whose kernel is a probability distribution

DOI10.1134/S0012266117090087zbMath1388.60095OpenAlexW2763776503WikidataQ115250865 ScholiaQ115250865MaRDI QIDQ1686943

Mikhail S. Sgibnev

Publication date: 18 December 2017

Published in: Differential Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s0012266117090087

zbMATH Keywords

probability distributionrandom walkWiener-Hopf equation

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Stochastic integrals (60H05) Linear integral equations (45A05) Renewal theory (60K05)

Related Items (3)

Generalized Wiener-Hopf equations with directly Riemann integrable inhomogeneous term ⋮ The Wiener-Hopf equation with probability kernel of oscillating type ⋮ The Wiener-Hopf equation in measures with probability kernel

Cites Work

• On invertibility conditions for elements of Banach algebras of measures
• Equivalence of two conditions on singular components
• Submultiplicative moments of the supremum of a random walk with negative drift
• Semimultiplicative moments of factors in Wiener-Hopf matrix factorization
• Uniform limit theorems for non-singular renewal and Markov renewal processes
• Stone’s decomposition of the renewal measure via Banach-algebraic techniques
• On Absolutely Continuous Components and Renewal Theory
• Regularly varying functions
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