scientific article; zbMATH DE number 4149313

MaRDI QIDQ3479339zbMATH OpenFDO

Authors Rudolf Grübel

Publication date 1989

zbMATH Keywords

renewal theoryfast Fourier transformqueueing modelsrandom walk with given step distribution

Mathematics Subject Classification ID

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

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Cited in

(6)

• Applications of the Fourier transform to probability theory and stochastic processes
• The fast Fourier transform algorithm in ruin theory for the classical risk model
• 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
• Approximations for solutions of renewal-type equations
• The first divisible sum
• Application of fast spherical Fourier transform to density estimation

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