Random walks and mixtures of gamma distributions

DOI10.1137/S0040585X97985005zbMATH Open1246.60070OpenAlexW2085246622MaRDI QIDQ2882295FDOQ2882295

Authors: N. B. Yengibaryan, A. G. Barseghyan 

Publication date: 4 May 2012

Published in: Theory of Probability and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0040585x97985005

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zbMATH Keywords

random walkWiener-Hopf equation

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50)

Cited In (3)

• On the method of two-sided continuation of solutions of the integral convolution equation on a finite interval
• Convolution equation with a kernel represented by gamma distributions
• Sur le passage de certaines marches aléatoires planes au-dessus d'une hyperbole équilatère. (On the crossing of certain planar random walks over an equilateral hyperbola)

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