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This article is cited in 6 scientific papers (total in 6 papers)
Random Walks in the Positive Quadrant. III. Constants in an integral and a local theorem
A. A. Mogul'skiia, B. A. Rogozinb a Sobolev Institute of Mathematics, Siberian Branch of the Russian Academy of Sciences
b Omsk Branch of Sobolev Institute of Mathematics, Siberian Branch of the Russian Academy of Science
Abstract:
In this article, we obtain precise formulas for constants in the local and integral theorems proven in [1, 2]. We also propose a version of the integral theorem which complements the main result of [2] and give a probabilistic interpretation of a solution to an integral equation in the positive quadrant.
Key words:
renewal function, renewal equation, factorization components.
Received: 23.06.2000
Citation:
A. A. Mogul'skii, B. A. Rogozin, “Random Walks in the Positive Quadrant. III. Constants in an integral and a local theorem”, Mat. Tr., 4:1 (2001), 68–93; Siberian Adv. Math., 11:2 (2001), 35–59
Linking options:
https://www.mathnet.ru/eng/mt5 https://www.mathnet.ru/eng/mt/v4/i1/p68
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