The Wiener-Hopf equation with probability kernel of oscillating type

DOI10.33048/SEMI.2020.17.095MaRDI QIDQ2201004zbMATH OpenOpenAlexFDO

Authors M. S. Sgibnev

Publication date 24 September 2020

Published in Sibirskie Elektronnye Matematicheskie Izvestiya (Search for Journal in Brave)

Full work available at URL https://doi.org/10.33048/semi.2020.17.095

zbMATH Keywords

integral equationasymptotic behaviorWiener-Hopf equationinhomogeneous equationnonarithmetic distributionoscillating type

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Volterra integral equations (45D05)

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Cites work

• scientific article; zbMATH DE number 3126031 (Why is no real title available?)
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• scientific article; zbMATH DE number 3319139 (Why is no real title available?)
• An asymptotic expansion for the distribution of the supremum of a random walk
• An asymptotic property of the solution to the homogeneous generalized Wiener-Hopf equation
• Homogeneous conservative Wiener-Hopf equation
• On Absolutely Continuous Components and Renewal Theory
• Renewal theorem in the case of an infinite variance
• The discrete Wiener-Hopf equation with probability kernel of oscillating type
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Cited in

(8)

• The Wiener-Hopf equation in measures with probability kernel
• On the inhomogeneous conservative Wiener-Hopf equation
• Asymptotic behavior of the solution to the Wiener-Hopf equation in measures
• On the uniqueness of the solution to the Wiener-Hopf equation with probability kernel
• The discrete Wiener-Hopf equation with probability kernel of oscillating type
• Solving the Wiener-Hopf equation with a probabilistic kernel
• Generalized Wiener-Hopf equations with directly Riemann integrable inhomogeneous term
• Wiener-Hopf equation whose kernel is a probability distribution

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