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
Link To Document :
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