|
This article is cited in 13 scientific papers (total in 13 papers)
Renewal equations on the semi-axis
N. B. Engibaryan Byurakan Astrophysical Observatory, National Academy of Sciences of Armenia
Abstract:
We consider the renewal equation
$$
\varphi(x)=g(x)+\int_0^x\varphi(x-t)\,dF(t), \qquad g\in L_1(0;\infty),
$$
where $F$ is the distribution function of a non-negative random variable. If $F$ has a non-trivial absolutely continuous component or is a distribution of absolutely continuous type, then we prove that the solution of the renewal equation can be written as follows:
$$
\varphi=\varphi_1+\varphi_2+\biggl[\int_0^{\infty}x\,dF(x)\biggr]^{-1}\int_0^{\infty}g(x)\,dt,
$$
where $\varphi_1\in L_1(0;\infty)$, $\varphi_2\in C[0;\infty)$, and $\varphi_2(+\infty)=0$
If $g$ is bounded and $g(+\infty)=0$, then $\varphi_1(+\infty)=0$.
The proof is based on the structural factorization of the renewal equation into absolutely continuous, discrete, and singular components.
Received: 18.02.1997
Citation:
N. B. Engibaryan, “Renewal equations on the semi-axis”, Izv. RAN. Ser. Mat., 63:1 (1999), 61–76; Izv. Math., 63:1 (1999), 57–71
Linking options:
https://www.mathnet.ru/eng/im228https://doi.org/10.1070/im1999v063n01ABEH000228 https://www.mathnet.ru/eng/im/v63/i1/p61
|
Statistics & downloads: |
Abstract page: | 684 | Russian version PDF: | 248 | English version PDF: | 16 | References: | 99 | First page: | 2 |
|