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Izvestiya: Mathematics, 2019, Volume 83, Issue 5, Pages 1050–1065
DOI: https://doi.org/10.1070/IM8808 (Mi im8808) 		 
Properties of factorization operators in boundary crossing problems for random walks

V. I. Lotovab

a Sobolev Institute of Mathematics, Siberian Branch of the Russian Academy of Sciences, Novosibirsk
b Novosibirsk State University
English version PDF (476 kB) Russian version article
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DOI: https://doi.org/10.1070/IM8808
Abstract: We study the properties of operators arising in the calculation of double Laplace–Stieltjes transforms of distributions in various boundary crossing problems for random walks. Such operators are defined in terms of the components of the Wiener–Hopf factorization. We give bounds for the norms of these operators and prove continuity theorems.
Keywords: random walk, boundary crossing problems, Wiener–Hopf factorization.
Funding agency Grant number
Russian Science Foundation 18-11-00129
This work was supported by the Russian Science Foundation (grant no. 18-11-00129).
Received: 07.05.2018
Revised: 15.10.2018
Bibliographic databases:
Document Type: Article
UDC: 519.21
MSC: Primary 60G50; Secondary 62E20
Language: English
Original paper language: Russian
Citation: V. I. Lotov, “Properties of factorization operators in boundary crossing problems for random walks”, Izv. Math., 83:5 (2019), 1050–1065
Citation in format AMSBIB
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\paper Properties of factorization operators in boundary crossing problems for random walks
\jour Izv. Math.
\yr 2019
\vol 83
\issue 5
\pages 1050--1065
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  • https://www.mathnet.ru/eng/im/v83/i5/p149
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    		Известия Российской академии наук. Серия математическая Izvestiya: Mathematics
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    Abstract page:380
    Russian version PDF:38
    English version PDF:13
    References:46
    First page:21
     
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