On renewal equation with completely monotone kernel
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The author proves that if the completely monotone kernel \(V\) is of the form \(V(x) = \int_a^b e^{-xs} d\sigma(s)\) with \(\int_0^\infty V(x) dx \leq 1\), and if the completely monotone function \(g\) is of the form \(g(x) = \int_a^b e^{-xs} G(s)d\sigma(s)\), where \(G\) is a nonnegative, continuous, and increasing function such that \(\int_0^\infty g(x) dx < \infty\), then the solution \(f\) of the renewal equation \[ f(x) = g(x) + \int_0^x V(x-t)f(t) dt, \] is completely monotone as well.
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