Stable Processes and Integral Equations

DOI10.2307/1993340zbMath0097.12905OpenAlexW4252048097MaRDI QIDQ3276189

Harold Widom

Publication date: 1961

Full work available at URL: https://doi.org/10.2307/1993340

zbMATH Keywords

probability theory

Related Items

Harold Widom’s work in Toeplitz operators, On the Extreme Eigenvalues of Toeplitz Operators of the Hankel Type II, Fractional Edgeworth expansions for one-dimensional heavy-tailed random variables and applications, Harold Widom's contributions to the spectral theory and asymptotics of Toeplitz operators and matrices, Extreme Eigenvalues of Translation Kernels, On the extreme eigenvalues of truncated Toeplitz matrices, Escape from bounded domains driven by multivariateα-stable noises, Remarks on the extreme eigenvalues of Toeplitz forms associated with orthogonal polynomials, On the Extreme Eigenvalues of Toeplitz Matrices, A Two-Sided Absorption Problem, Unnamed Item, Mean first passage time and absorption probabilities of a Lévy flier on a finite interval: discrete space and continuous limit via Fock space approach

Cites Work

• Unnamed Item
• Absorbing barrier processes connected with the symmetric stable densities
• Stable Processes with An Absorbing Barrier
• Some Theorems Concerning 2-Dimensional Brownian Motion
• Extreme Eigenvalues of Toeplitz Forms and Applications to Elliptic Difference Equations
• On The Eigenvalues of Certain Hermitian Operators
• First Passage Times for Symmetric Stable Processes in Space
• On the Convergence of Sequences of Stochastic Processes
• The Distribution of the Maximum of Partial Sums of Independent Random Variables
• On certain limit theorems of the theory of probability