Solution of Deny convolution equation restricted to a half line via a random walk approach

Abdulhamid A. Alzaid, Ka-Sing Lau, C. Radhakrishna Rao and D. N. Shanbhag

Journal of Multivariate Analysis, 1988, vol. 24, issue 2, 309-329

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.

Keywords: Deny's; equation; ladder; variables; modified; Rao-Rubin; condition; order; statistics; queueing; systems; random; walk; Wiener-Hopf; factorization (search for similar items in EconPapers)
Date: 1988
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