an:01792501
Zbl 0997.60096
Yengibarian, Norair B.
Renewal equation on the whole line
EN
Stochastic Processes Appl. 85, No. 2, 237-247 (2000).
00088246
2000
j
60K05 34A12 45D05
renewal equation on the whole line; complete form of Karlin's theorem; Volterra integral equations
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.
Petr Lachout (Praha)