Random walks and mixtures of gamma distributions

DOI10.1137/S0040585X97985005MaRDI QIDQ2882295zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

random walkWiener-Hopf equation

Mathematics Subject Classification ID

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

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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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