On the inhomogeneous conservative Wiener-Hopf equation

DOI10.1134/S0037446617060180zbMath1407.60078OpenAlexW2794078328MaRDI QIDQ1745092

Mikhail S. Sgibnev

Publication date: 20 April 2018

Published in: Siberian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s0037446617060180

zbMATH Keywords

asymptotic behaviorintegral equationprobability distributioninhomogeneous equationdrift to minus infinityinhomogeneous generalized Wiener-Hopf equation

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Stochastic integrals (60H05) Random integral equations (45R05)

Related Items (1)

The Wiener-Hopf equation in measures with probability kernel

Cites Work

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• Banach algebras of measures on the line
• Equivalence of two conditions on singular components
• Submultiplicative moments of the supremum of a random walk with negative drift
• Solving the Wiener-Hopf equation with a probabilistic kernel
• Semimultiplicative moments of factors in Wiener-Hopf matrix factorization
• Uniform limit theorems for non-singular renewal and Markov renewal processes
• An asymptotic expansion for the distribution of the supremum of a random walk
• Stone’s decomposition of the renewal measure via Banach-algebraic techniques
• On Absolutely Continuous Components and Renewal Theory

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