The Wiener-Hopf equation with probability kernel of oscillating type

DOI10.33048/semi.2020.17.095zbMath1463.45010OpenAlexW3113438705MaRDI QIDQ2201004

Mikhail S. Sgibnev

Publication date: 24 September 2020

Published in: Sibirskie Èlektronnye Matematicheskie Izvestiya (Search for Journal in Brave)

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

zbMATH Keywords

asymptotic behaviorintegral equationWiener-Hopf equationinhomogeneous equationnonarithmetic distributionoscillating type

Mathematics Subject Classification ID

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

Related Items (2)

Generalized Wiener-Hopf equations with directly Riemann integrable inhomogeneous term ⋮ On the uniqueness of the solution to the Wiener-Hopf equation with probability kernel

Cites Work

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• An asymptotic property of the solution to the homogeneous generalized Wiener-Hopf equation
• Renewal theorem in the case of an infinite variance
• Wiener-Hopf equation whose kernel is a probability distribution
• The discrete Wiener-Hopf equation with probability kernel of oscillating type
• An asymptotic expansion for the distribution of the supremum of a random walk
• Homogeneous conservative Wiener-Hopf equation
• On Absolutely Continuous Components and Renewal Theory

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