Modified Wiener-Hopf equation in identification problems
نویسندگان
چکیده
منابع مشابه
The Wiener-Hopf factorization
We give a description of the classical Wiener-Hopf factorization from the point of view of excursion theory concentrating mainly on the case of random walks as opposed to Lévy processes. The exposition relies primarily on the ideas of Greenwood and Pitman (1979, 1980).
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ژورنال
عنوان ژورنال: Journal of Applied Engineering Science
سال: 2018
ISSN: 1451-4117,1821-3197
DOI: 10.5937/jaes16-14637