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 |
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Pages (from-to) | 1050-1065 |
Number of pages | 16 |
Journal | Izvestiya Mathematics |
Volume | 83 |
Issue number | 5 |
DOIs | |
Publication status | Published - Oct 2019 |
Keywords
- Boundary crossing problems
- Random walk
- Wiener-Hopf factorization
- random walk
- boundary crossing problems