A Probabilistic Look at the Wiener--Hopf Equation (Q4210336)
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scientific article; zbMATH DE number 1200963
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Probabilistic Look at the Wiener--Hopf Equation |
scientific article; zbMATH DE number 1200963 |
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A Probabilistic Look at the Wiener--Hopf Equation (English)
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21 September 1998
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coupling
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exponential change of measure
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first passage time
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integral equation
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ladder heights
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Lindley equation
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random walk
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renewal equation
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spread-out distribution
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subexponential distribution
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supermartingale
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