Abdulhamid Alzaid, A. ; Lau, Ka-Sing ; Radhakrishna Rao, C. ; Shanbhag, D. N. (1988) Solution of Deny convolution equation restricted to a half line via a random walk approach Journal of Multivariate Analysis, 24 (2). pp. 309-329. ISSN 0047-259X
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Official URL: http://linkinghub.elsevier.com/retrieve/pii/004725...
Related URL: http://dx.doi.org/10.1016/0047-259X(88)90042-5
Abstract
A general solution of the Deny convolution equation restricted to a half line is obtained using certain concepts of random walk theory. The equation in question arises in several places in applied probability such as in queueing and storage theories and characterization problems of probability distributions. Some of the important applications are briefly discussed.
| Item Type: | Article |
|---|---|
| Source: | Copyright of this article belongs to Elsevier Science. |
| Keywords: | Deny's Equation; Ladder Variables; Modified Rao-rubin Condition; Order Statistics; Queueing Systems; Random Walk; Wiener-Hopf Factorization |
| ID Code: | 42462 |
| Deposited On: | 02 Jun 2011 14:33 |
| Last Modified: | 02 Jun 2011 14:33 |
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