Renewal equation on the whole line (Q1613592)
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English | Renewal equation on the whole line |
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Renewal equation on the whole line (English)
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29 August 2002
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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.
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renewal equation on the whole line
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complete form of Karlin's theorem
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Volterra integral equations
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