scientific article; zbMATH DE number 4149313

MaRDI QIDQ3479339zbMATH OpenFDO

Authors Rudolf Grübel

Publication date 1989

zbMATH Keywords

fast Fourier transformqueueing modelsrandom walk with given step distributionrenewal theory

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Renewal theory (60K05) Queueing theory (aspects of probability theory) (60K25) Probabilistic methods, stochastic differential equations (65C99)

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Cited in

(6)

• The first divisible sum
• Approximations for solutions of renewal-type equations
• Application of fast spherical Fourier transform to density estimation
• The fast Fourier transform algorithm in ruin theory for the classical risk model
• Applications of the Fourier transform to probability theory and stochastic processes
• Some applications of the fast Fourier transform algorithm in insurance mathematics This paper is dedicated to Professor W. S. Jewell on the occasion of his 60th birthday

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