• Title of article

    Renewal equation on the whole line

  • Author/Authors

    Yengibarian، N. B. نويسنده , , Norair B.، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2000
  • Pages
    11
  • From page
    237
  • To page
    247
  • Abstract
    The following integral equation is considered:ϕ(x)=g(x)+∫−∞∞ϕ(x−t) dF(t),where g∈L1≡L1(−∞,∞), dF is a Borel probability measure, possessing nonzero absolute continuous component; at least one of numbers ν±<+∞ and ν≠0, whereν+=∫0∞x dF(x), ν−=−∫−∞0x dF(x), ν=ν+−ν−, −∞⩽ν⩽+∞.It is proved, that this equation has a solution ϕ0=ϕ1+ϕ2, where ϕ1∈L1, ϕ2∈C(−∞,∞), ∃ finite limits ϕ2(±∞),ϕ2(+∞)−ϕ2(−∞)=ν−1∫−∞∞ g(x) dx. If ν=±∞, then ν−1=0.If g∈L1 is a bounded function and g(±∞)=0, then ϕ1 is bounded and ϕ1(±∞)=0.
  • Keywords
    Renewal equation on the whole line , Complete form of Karlinיs theorem
  • Journal title
    Stochastic Processes and their Applications
  • Serial Year
    2000
  • Journal title
    Stochastic Processes and their Applications
  • Record number

    1576595