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The Wiener-Hopf Technique in Applied Probability

Published online by Cambridge University Press:  05 September 2017

J. W. Cohen
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Abstract

In this study some of the basic ideas needed for the application of the Wiener-Hopf Technique in solving problems occurring in applied probability theory are discussed; the paper aims to give a short introduction. The method is illustrated by applying it to two problems; one, although basic in probability theory, is rather simple to handle by this method. The second is much more intricate, but shows clearly the power of the method.

Type
Part IV — Mathematical Methods in Probability and Statistics
Information
Journal of Applied Probability , Volume 12 , Issue S1 , 1975 , pp. 145 - 156
Copyright
Copyright © 1975 Applied Probability Trust 

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