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JOURNALS // Matematicheskie Trudy // Archive

Mat. Tr., 2001 Volume 4, Number 1, Pages 68–93 (Mi mt5)

This article is cited in 6 papers

Random Walks in the Positive Quadrant. III. Constants in an integral and a local theorem

A. A. Mogul'skiia, B. A. Rogozinb

a Sobolev Institute of Mathematics, Siberian Branch of the Russian Academy of Sciences
b Omsk Branch of Sobolev Institute of Mathematics, Siberian Branch of the Russian Academy of Science

Abstract: In this article, we obtain precise formulas for constants in the local and integral theorems proven in [1, 2]. We also propose a version of the integral theorem which complements the main result of [2] and give a probabilistic interpretation of a solution to an integral equation in the positive quadrant.

Key words: renewal function, renewal equation, factorization components.

UDC: 519.21

Received: 23.06.2000


 English version:
Siberian Advances in Mathematics, 2001, 11:2, 35–59

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