Renewal equation on the whole line
type: Item
instance of: scholarly article
title: Renewal equation on the whole line
zbMATH Open document ID: 0997.60096
DOI: 10.1016/S0304-4149(99)00076-9
author: N. B. Yengibaryan
published in: Stochastic Processes and their Applications
publication date: 2002-08-29T00:00:00Z
review text: The paper discusses the renewal equation on the whole line and proves existence of its solution provided a non-zero absolutely continuous component of a probability distribution function going in the equation. Of course, the distribution must possess non-zero (possibly infinite) mean. The presented proof is based on the theory of Volterra integral equations.
Mathematics Subject Classification ID: 60K05
Mathematics Subject Classification ID: 34A12
Mathematics Subject Classification ID: 45D05
zbMATH DE Number: 1792501
zbMATH Keywords: renewal equation on the whole line
zbMATH Keywords: complete form of Karlin's theorem
zbMATH Keywords: Volterra integral equations
reviewed by: Petr Lachout
MaRDI profile type: Publication
cites work: Convolution equations and nonlinear functional equations
cites work: Q3774325
cites work: Extension of a renewal theorem
cites work: Q5563135
cites work: Q5624436
cites work: New theorems for the renewal integral equation
cites work: INTEGRAL EQUATIONS ON THE HALF-LINE WITH DIFFERENCE KERNELS, AND NONLINEAR FUNCTIONAL EQUATIONS
cites work: Convolution equations containing singular probability distributions
cites work: Renewal equations on the semi-axis
cites work: Conditional Markov renewal theory. I. Finite and denumerable state space
cites work: Q4098445
cites work: Q5667036
cites work: On Characteristic Functions and Renewal Theory
cites work: On Absolutely Continuous Components and Renewal Theory
description: scientific article; zbMATH DE number 1792501