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Teoriya Veroyatnostei i ee Primeneniya, 1980, Volume 25, Issue 3, Pages 597–600 (Mi tvp1099)  

This article is cited in 5 scientific papers (total in 5 papers)

Short Communications

A uniform asymptotic renewal theorem

N. V. Kartašov

Kiev
Full-text PDF (318 kB) Citations (5)
Abstract: Let $x(t)=x(t,y(\,\cdot\,),F(\,\cdot\,))$ (for probability distribution $F$ on $R_+$ and bounded function $y$) be the solution of the renewal equation
$$ x(t)=y(t)+\int_{[0,t)}x(t-s)F(ds). $$
Denote by $\mathfrak K$ a class of distributions $F$ such that each $F\in\mathfrak K$ has an absolutely continuous component $G$ with uniformly (over $\mathfrak K$) positive total mass and the corresponding class of densities $\frac{\partial G}{\partial t}$ is uniformly bounded on $R_+$ and relatively compact in $L_1 (R_+)$.
If nondecreasing function $\varphi$ on $R_+$ is such that $\varphi(t+s)\leqslant\varphi(t)\varphi(s)$, $\lim_{t\to\infty}\varphi(t+s)/\varphi(t)=1$, if $F\in\mathfrak K$ and the functions
$$ \int_{[t,\infty)}\varphi(s)F([s,\infty))\,ds,\quad\varphi(t)y(t),\quad\varphi(t)\int_{[t,\infty)}y(s)\,ds $$
converge uniformly to 0 as $t\to\infty$, then
$$ x(t)-\biggl(\int_{R_+}sF\,(ds)\biggr)^{-1}\int_{R_+}y(s)\,ds=o(1/\varphi(t)),\qquad t\to\infty, $$
uniformly in $F$ and $y$. The uniform exponential asymptotics of $x(t)$ is obtained also.
Received: 07.05.1978
English version:
Theory of Probability and its Applications, 1981, Volume 25, Issue 3, Pages 589–592
DOI: https://doi.org/10.1137/1125070
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: N. V. Kartašov, “A uniform asymptotic renewal theorem”, Teor. Veroyatnost. i Primenen., 25:3 (1980), 597–600; Theory Probab. Appl., 25:3 (1981), 589–592
Citation in format AMSBIB
\Bibitem{Kar80}
\by N.~V.~Karta{\v s}ov
\paper A uniform asymptotic renewal theorem
\jour Teor. Veroyatnost. i Primenen.
\yr 1980
\vol 25
\issue 3
\pages 597--600
\mathnet{http://mi.mathnet.ru/tvp1099}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=582589}
\zmath{https://zbmath.org/?q=an:0462.60083|0436.60060}
\transl
\jour Theory Probab. Appl.
\yr 1981
\vol 25
\issue 3
\pages 589--592
\crossref{https://doi.org/10.1137/1125070}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1980MB70100014}
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  • https://www.mathnet.ru/eng/tvp/v25/i3/p597
  • This publication is cited in the following 5 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Теория вероятностей и ее применения Theory of Probability and its Applications
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