Wiener-Hopf equations and their applications in probability theory
From MaRDI portal
Publication:1148060
DOI10.1007/BF01084248zbMath0451.60047MaRDI QIDQ1148060
Publication date: 1976
Published in: Journal of Soviet Mathematics (Search for Journal in Brave)
Signal detection and filtering (aspects of stochastic processes) (60G35) Integral equations of the convolution type (Abel, Picard, Toeplitz and Wiener-Hopf type) (45E10)
Related Items
Solving the Wiener-Hopf equation with a probabilistic kernel ⋮ On mathematical models of the service networks ⋮ Mathematical problems in the theory of processor-sharing queueing systems
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Asymptotic behavior of the stationary probabilities for two-dimensional positive random walks
- A direct proof of Yu. A. Rozanov's factorization theorem from the method of D. Lowdenslager
- A set of Wiener-Hopf integral equations with common solution in fluctuation theory
- On certain Toeplitz operators in two variables
- On a singular integral equation in the theory of radiative transfer
- On dams with continuous semi-Markovian inputs
- \(C^*\)-algebras of operators on a half-space. I
- \(C^*\)-algebras of operators on a half-space. II: Index theory
- Algebraic functions with universal discriminant manifolds
- An index theorem for Wiener-Hopf operators on the discrete quarter-plane
- On a semi-Markov generalization of the random walk
- On Green's function for the biharmonic equation in a right angle wedge
- An ill posed problem for a hyperbolic equation near a corner
- The Steady-state Solution for the Queueing Process Ek/Em/r
- Exit problem for a spectrally positive process
- A Note on the Second Factorization Identity of A. A. Borovkov
- Baxter algebras and combinatorial identities. II
- On the Principle of Equivalence of Sparre Andersen.
- On the expected range and expected adjusted range of partial sums of exchangeable random variables
- Some general results for many server queues
- BOUNDARY VALUE PROBLEMS FOR SECOND-ORDER ELLIPTIC AND PARABOLIC OPERATORS ON INFINITE-DIMENSIONAL MANIFOLDS WITH BOUNDARY
- Factorization of discrete-process spectral matrices (Corresp.)
- Limit theorems in fluctuation theory
- The Asymptotic Distribution of Maxima in Bivariate Samples
- A two-dimensional random walk in the presence of a partially reflecting barrier
- On the many server queue with exponential service times
- Some probability distributions for neutron transport in a half-space
- Gel'Fand Theory of Pseudo Differential Operators
- Boundary-value problems with a shift for analytic functions and singular functional equations
- Baxter algebras and combinatorial identities. I
- Ideals of Vector-Valued Functions
- Toeplitz operators in a quarter-plane
- The factorization problem for nonnegative operator valued functions
- On the wave equation in a multi‐dimensional corner
- Some Joint Laws in Fluctuation Theory
- Wiener-Hopf factorization for convolution semigroups
- On the C ∗ -Algebra of Toeplitz Operators on the Quarter-Plane
- FACTORIZATION OF MATRICES DEPENDING ON A PARAMETER, AND ELLIPTIC EQUATIONS IN A HALFSPACE
- Discrete queues with one server
- Ausbeutung einer bekannten wiener-hopf-faktorisierung beim wartemodell g/g/1 und einer mit ihm zusammenhängenden irrfahrt
- On the Distribution of the Maximum of Random Variables
- On a Problem of Random Walk in Space(1)
- Hilbert Transforms in Yukawan Potential Theory
- On a fundamental identity in the theory of semi-Markov processes
- On the use of a fundamental identity in the theory of semi-Markov queues
- Symmetric Wiener-Hopf factorisations in Markov additive processes
- Estimates of the Rates of Convergence in Limit Theorems for the First Passage Times of Random Walks
- Initial-Boundary Value Problems for Hyperbolic Systems in Regions with Corners. I
- Distribution of crossings in restricted paths
- Paths crossing two and three lines
- Maxima of partial sums of independent random variables
- A note on random walks. II