Wiener-Hopf method

Layer 0 — Mathematicsin the integral-equations subtree

Wiener-Hopf 1931: solves convolution-integral-equations on half-line ∫_0^∞ K(x-t)f(t)dt = g(x) via factorisation in complex plane. Riemann-Hilbert problem. Used for diffraction, queueing theory, random walks.

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