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Short Communications
A renewal equation in a multidimensional space
N. B. Engibaryan Byurakan Astrophysical Observatory, National Academy of Sciences of Armenia
Abstract:
The following renewal equation in a multidimensional space (REMS)
is considered
$$
f(x)=g(x)+\int_{R^n}K(x-t)\,f(t)\,dt,
$$
where $K$ is the density of a distribution in $R^n$. Assuming
that $g\in L_1(R^n)$ and that the nonzero vector of the first
moment of $K$ is finite we prove the existence and uniqueness of a
solution of an REMS within a certain class of functions. The renewal
density for the solution of this equation is constructed and its
properties are investigated. We give a probabilistic
interpretation for our results by means of an example from the
theory of random walks in $R^n$.
Keywords:
renewal, multidimensional space, solvability, joint motion.
Received: 30.07.2002
Citation:
N. B. Engibaryan, “A renewal equation in a multidimensional space”, Teor. Veroyatnost. i Primenen., 49:4 (2004), 779–785; Theory Probab. Appl., 49:4 (2005), 737–744
Linking options:
https://www.mathnet.ru/eng/tvp193https://doi.org/10.4213/tvp193 https://www.mathnet.ru/eng/tvp/v49/i4/p779
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Abstract page: | 508 | Full-text PDF : | 176 | References: | 71 |
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