Homogeneous conservative Wiener-Hopf equation

DOI10.1070/SM2007V198N09ABEH003886zbMath1143.45001OpenAlexW2049188650MaRDI QIDQ5387133

Mikhail S. Sgibnev

Publication date: 7 May 2008

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

Full work available at URL: https://doi.org/10.1070/sm2007v198n09abeh003886

zbMATH Keywords

random walkrenewal functionsymmetric probability distribution of recurrent type

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Integral equations of the convolution type (Abel, Picard, Toeplitz and Wiener-Hopf type) (45E10)

Related Items (7)

The discrete Wiener-Hopf equation whose kernel is a probability distribution with positive drift ⋮ The Wiener-Hopf equation with probability kernel of oscillating type ⋮ Second order asymptotics for ruin probabilities in a renewal risk model with heavy-tailed claims ⋮ An asymptotic property of the solution to the homogeneous generalized Wiener-Hopf equation ⋮ On the uniqueness of the solution to the Wiener-Hopf equation with probability kernel ⋮ The discrete Wiener-Hopf equation with probability kernel of oscillating type ⋮ The discrete Wiener-Hopf equation with submultiplicative asymptotics of the solution

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