Solution of Deny Convolution Equation Restricted to Half Line Via a Random Approach.

Abstract

A general solution of the Deny convolution equation restricted to half line is obtained using the 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.

Open PDF

Document Details

Document Type
Technical Report
Publication Date
Sep 01, 1986
Accession Number
ADA176951

Entities

People

  • Adulhamid A. Alzaid
  • Calyampudi Radhakrishna Rao
  • D. N. Shanbhag
  • Ka-sing Lau

Organizations

  • University of Pittsburgh

Tags

DTIC Thesaurus Topics

  • Air Force
  • Convolution
  • Data Science
  • Equations
  • Governments
  • Information Science
  • Integral Equations
  • Multivariate Analysis
  • Periodic Functions
  • Probability
  • Probability Distributions
  • Random Variables
  • Random Walk
  • Real Numbers
  • Scientific Research
  • United States
  • United States Government

Fields of Study

  • Mathematics

Readers

  • Calculus or Mathematical Analysis
  • Mathematical Modeling and Probability Theory.
  • Statistical inference.