An asymptotic expansion for the distribution of the supremum of a random walk

Author:

Sgibnev M. S.

Publisher

Institute of Mathematics, Polish Academy of Sciences

Subject

General Mathematics

Cited by 13 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. THE MATRIX RENEWAL EQUATION ON THE WHOLE LINE WITH SUBMULTIPLICATIVE INHOMOGENEOUS TERM;Journal of Mathematical Sciences;2022-10

2. The renewal equation with unbounded inhomogeneous term;Sibirskie Elektronnye Matematicheskie Izvestiya;2022-01-21

3. The Wiener–Hopf equation with probability kernel of oscillating type;Sibirskie Elektronnye Matematicheskie Izvestiya;2020-09-08

4. On the Inhomogeneous Conservative Wiener–Hopf Equation;Siberian Mathematical Journal;2017-11

5. On the solution of a Volterra equation of the first kind;Differential Equations;2015-05

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