WIENER-HOPF SOLVER WITH SMOOTH PROBABILITY DISTRIBUTIONS OF ITS COMPONENTS

Abstract

The Wiener – Hopf solver with smooth probability distributions of its component is presented. The method is based on hyper delta approximations of initial distributions. The use of Fourier series transformation and characteristic function allows working with the random variable method concentrated in transversal axis of absc.

Keywords

• Wiener – Hopf integrated equation
• hyper delta approximation of distributions
• correction
• Fourier series transformation
• characteristic function
• the initial moments
• jump of distribution of expectation function