The method of the approached decision of the integrated equation of Wiener – Hopf is presented at smooth distributions of probabilities making its component. The method is based on hiper-delta approximations of initial distributions. Use in it of transformation of Fourier and characteristic function allows to work in a method with the random variables concentrated to all material axis of abscises.
Wiener – Hopf integrated equation, giperdelta ap- proximation of distributions, correction, transformation of Fourier, characteristic function, the initial moments, jump of distribution of function of expectation
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