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On the identification of Wiener-Hopf factors
Authors:N. Bayer
Affiliation:(1) CWI, P.O. Box 94079, 1090 GB Amsterdam, The Netherlands
Abstract:This note is concerned with the identification of the Wiener-Hopf factors of a function 1–f, wheref generates an aperiodic distribution on the integers with a negative mean. The general and rational cases are addressed. We give a concise summary of the main practical facts needed for calculations involving the Wiener-Hopf factors. The basic facts are cited from the literature, but a few aspects are briefly proven here.Supported by the European grant BRA-QMIPS of CEC DG XIII.
Keywords:Probability generating function (of a Laurent series form)  factorization  quotient factorization  ladder-heights
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