Properties of factorization operators in boundary crossing problems for random walks

V. I. Lotov

doi:10.1070/IM8808

Properties of factorization operators in boundary crossing problems for random walks

Research output: Contribution to journal › Article › peer-review

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.

Original language	English
Pages (from-to)	1050-1065
Number of pages	16
Journal	Izvestiya Mathematics
Volume	83
Issue number	5
DOIs	https://doi.org/10.1070/IM8808
Publication status	Published - Oct 2019

Keywords

Boundary crossing problems
Random walk
Wiener-Hopf factorization
random walk
boundary crossing problems

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10.1070/IM8808

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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.",

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AB - 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.

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Properties of factorization operators in boundary crossing problems for random walks

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Keywords

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