The renewal equation with unbounded inhomogeneous term

DOI10.33048/SEMI.2022.19.007zbMath1484.45005OpenAlexW4220734869MaRDI QIDQ2667893

Mikhail S. Sgibnev

Publication date: 2 March 2022

Published in: Sibirskie Èlektronnye Matematicheskie Izvestiya (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.33048/semi.2022.19.007

zbMATH Keywords

asymptotic behaviorprobability distributionrenewal equationsubmultiplicative functionpositive meanunbounded inhomogeneous term

Mathematics Subject Classification ID

Integro-ordinary differential equations (45J05) Asymptotics of solutions to integral equations (45M05) Integral equations of the convolution type (Abel, Picard, Toeplitz and Wiener-Hopf type) (45E10) Renewal theory (60K05)

Cites Work

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• On invertibility conditions for elements of Banach algebras of measures
• The discrete renewal equation with nonsummable inhomogeneous term
• An asymptotic expansion for the distribution of the supremum of a random walk
• Stone’s decomposition of the renewal measure via Banach-algebraic techniques
• Regularly varying functions

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