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Limit Theorem for Multidimensional Renewal Equation

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Cybernetics and Systems Analysis Aims and scope

Abstract

The multidimensional renewal equation in matrix form is considered. The renewal equation for the process with independent increments and states of the Markov process is found. The renewal function is investigated. The limit theorem for the renewal equation is proved.

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References

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  3. W. Feller, “A simple proof for renewal theorems,” Commun. Pure and Appl. Math., No. 14, 285–293 (1961).

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Authors and Affiliations

  1. Ivan Franko National University of Lviv, Lviv, Ukraine

    O. A. Yarova & Ya. I. Yeleyko

Authors
  1. O. A. Yarova
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  2. Ya. I. Yeleyko
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Correspondence to O. A. Yarova.

Additional information

Translated from Kibernetyka ta Systemnyi Analiz, No. 1, January–February, 2022, pp. 166–169.

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Yarova, O.A., Yeleyko, Y.I. Limit Theorem for Multidimensional Renewal Equation. Cybern Syst Anal 58, 144–147 (2022). https://doi.org/10.1007/s10559-022-00443-4

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  • DOI: https://doi.org/10.1007/s10559-022-00443-4

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