Sökning: L773:0036 1445 OR L773:1095 7200 > A probabilistic loo...
Fältnamn | Indikatorer | Metadata |
---|---|---|
000 | 02169naa a2200421 4500 | |
001 | oai:lup.lub.lu.se:3ba24d0b-faf2-489e-ae2c-150702b15eee | |
003 | SwePub | |
008 | 160404s1998 | |||||||||||000 ||eng| | |
024 | 7 | a https://lup.lub.lu.se/record/12732012 URI |
024 | 7 | a https://doi.org/10.1137/S00361445963035342 DOI |
040 | a (SwePub)lu | |
041 | a engb eng | |
042 | 9 SwePub | |
072 | 7 | a art2 swepub-publicationtype |
072 | 7 | a ref2 swepub-contenttype |
100 | 1 | a Asmussen, Sörenu Lund University,Lunds universitet,Matematisk statistik,Matematikcentrum,Institutioner vid LTH,Lunds Tekniska Högskola,Mathematical Statistics,Centre for Mathematical Sciences,Departments at LTH,Faculty of Engineering, LTH4 aut0 (Swepub:lu)mats-sas |
245 | 1 0 | a A probabilistic look at the Wiener-Hopf equation |
264 | 1 | c 1998 |
520 | a Existence, uniqueness, and asymptotic properties of solutions Z to the Wiener-Hopf integral equation Z(x) = z(x) + integral(-infinity)(x) Z(x - y)F(dy), x greater than or equal to 0, are discussed by purely probabilistic methods, involving random walks, supermartingales, coupling, the Hewitt-Savage 0-1 law, ladder heights, and exponential change of measure. | |
650 | 7 | a NATURVETENSKAPx Matematikx Sannolikhetsteori och statistik0 (SwePub)101062 hsv//swe |
650 | 7 | a NATURAL SCIENCESx Mathematicsx Probability Theory and Statistics0 (SwePub)101062 hsv//eng |
653 | a spread-out distribution | |
653 | a renewal equation | |
653 | a random walk | |
653 | a Lindley equation | |
653 | a ladder heights | |
653 | a integral equation | |
653 | a first passage time | |
653 | a exponential change of measure | |
653 | a subexponential distribution | |
653 | a coupling | |
653 | a supermartingale | |
710 | 2 | a Matematisk statistikb Matematikcentrum4 org |
773 | 0 | t SIAM Reviewg 40:2, s. 189-201q 40:2<189-201x 0036-1445 |
856 | 4 | u http://www.jstor.org/stable/pdfplus/2653331.pdfy FULLTEXT |
856 | 4 | u http://dx.doi.org/10.1137/S0036144596303534x freey FULLTEXT |
856 | 4 8 | u https://lup.lub.lu.se/record/1273201 |
856 | 4 8 | u https://doi.org/10.1137/S0036144596303534 |
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