Properties of factorization operators in boundary crossing problems for random walks

DOI10.1070/IM8808zbMath1423.60074OpenAlexW2954433955WikidataQ127676683 ScholiaQ127676683MaRDI QIDQ5241546

Vladimir Ivanovich Lotov

Publication date: 31 October 2019

Published in: Izvestiya: Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1070/im8808

zbMATH Keywords

Wiener-Hopf factorizationrandom walkboundary crossing problems

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Probability distributions: general theory (60E05) Random operators and equations (aspects of stochastic analysis) (60H25)

Cites Work

• A continuity theorem in the ruin problem
• On some boundary crossing problems for Gaussian random walks
• On oscillating random walks
• Probability theory. Edited by K. A. Borovkov. Transl. from the Russian by O. Borovkova and P. S. Ruzankin
• On the asymptotics of the distribution of excess
• Stability theorems and the second-order asymptotics in threshold phenomena for boundary functionals of random walks
• Asymptotic Analysis of Distributions in Problems with Two Boundaries. I
• Asymptotic Analysis of Distributions in Problems with Two Boundaries. II
• Absolute Estimates for Moments of Certain Boundary Functionals
• Stationary Distribution of a Stochastic Process
• A Wiener-Hopf Type Method for a General Random Walk with a Two-Sided Boundary
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Properties of factorization operators in boundary crossing problems for random walks