Systems of renewal-type integral equations on the line (Q1776259)

Consider the system of renewal-type integral equations \[ Z_i(x)=g_i(x)+ \sum_{j=1}^n\int_\mathbb RZ_j(x-u) F_{ij}\,(du),\quad i =1, \dots,n, \tag{1} \] where \(g_i\in L_1(\mathbb R)\), \(i = 1, \dots ,n\), and \(\mathbf F = (F_{ij})\) is a matrix of nonnegative finite measures on \(\mathbb R\). The convolution \(\mathbf F\ast\mathbf G\) is the matrix with entries \((\mathbf F\ast\mathbf G)_{ij} :=\sum_{i=1}^n F_{il}\ast G_{lj}\), \(i,j = 1, \dots ,n\), \(\mathbf F^{1\ast} :=\mathbf F\), \(\mathbf F^{(k+1)\ast} :=\mathbf F^{k\ast} \ast\mathbf F \), and \(\mathbf F^{0\ast} :=\delta\mathbf I\), where \(\delta\) is the measure of unit mass concentrated at the origin and \(\mathbf I\) is the identity \(n\times n\) matrix. We set \( M_l:= \{f\in L_\infty(\mathbb R) :\exists f(\pm\infty)\}\), \(M_0: =\{f\in M_l: f(\pm\infty) = 0\}\), \(C_l:=\{f\in C(\mathbb R):\exists f(\pm\infty)\}\), \(C_0 :=\{f\in C_l :f(\pm\infty)= 0\}.\) The main result of the paper is the following theorem: Suppose that the matrix \(\mathbf F(\infty)\) is irreducible and the spectral radius \(\rho[\mathbf F(\infty)] = 1\). Let \(\mathbf l = (l_1,\dots,l_n)\) and \(\mathbf r = (r_1,\dots ,r_n)^{\text{T}}\) be a left and a right eigenvector with positive coordinates corresponding to the eigenvalue \(1\) of \(\mathbf F(\infty)\). Suppose that \(\mathbf l\int_\mathbb Rx\mathbf F(dx)\mathbf r\in (0,+\infty)\) and \(\rho[(\mathbf F^{m\ast})_s (\infty)] < 1\) for some integer \(m\geq 1\). Let \(\mathbf g\in L_1(\mathbb R)\) be a vector function. Then there exists a solution \(\mathbf Z =\mathbf Z_1 + \mathbf Z_2\) of system \((1)\) such that \(\mathbf Z_1\in C_l\), \(\mathbf Z_2\in L_1(\mathbb R)\), \(\mathbf Z_1(-\infty) = (0,\dots,0)^{\text{T}}\), and \[ \mathbf Z_1(+\infty) =\mathbf r\mathbf l\int_\mathbb R\mathbf g(x)\,dx\left/ \left(\mathbf l\int_\mathbb R x\mathbf F(dx)\mathbf r\right)\right.. \] If, moreover, \(\mathbf g\in M_0 (C_0)\), then \(\mathbf Z_2\in M_0(C_0)\) and accordingly \(\mathbf Z\in M_l(C_l)\).