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Teoriya Veroyatnostei i ee Primeneniya, 1980, Volume 25, Issue 3, Pages 597–600
(Mi tvp1099)
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This article is cited in 5 scientific papers (total in 5 papers)
Short Communications
A uniform asymptotic renewal theorem
N. V. Kartašov Kiev
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
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
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https://www.mathnet.ru/eng/tvp1099 https://www.mathnet.ru/eng/tvp/v25/i3/p597
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