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Short Communications
A uniform asymptotic renewal theorem
N. V. Kartašov Kiev
Abstract:
Let
$x(t)=x(t,y(\,\cdot\,),F(\,\cdot\,))$ (for probability distribution
$F$ on
$R_+$ and
bounded function
$y$) be the solution of the renewal equation
$$
x(t)=y(t)+\int_{[0,t)}x(t-s)F(ds).
$$
Denote by
$\mathfrak K$ a class of distributions
$F$ such that each
$F\in\mathfrak K$
has an absolutely continuous component
$G$ with uniformly (over
$\mathfrak K$) positive
total mass and the corresponding class of densities
$\frac{\partial G}{\partial t}$ is uniformly
bounded on
$R_+$ and relatively compact in
$L_1 (R_+)$.
If nondecreasing function
$\varphi$ on
$R_+$ is such that
$\varphi(t+s)\leqslant\varphi(t)\varphi(s)$,
$\lim_{t\to\infty}\varphi(t+s)/\varphi(t)=1$, if
$F\in\mathfrak K$ and the functions
$$
\int_{[t,\infty)}\varphi(s)F([s,\infty))\,ds,\quad\varphi(t)y(t),\quad\varphi(t)\int_{[t,\infty)}y(s)\,ds
$$
converge uniformly to 0 as
$t\to\infty$, then
$$
x(t)-\biggl(\int_{R_+}sF\,(ds)\biggr)^{-1}\int_{R_+}y(s)\,ds=o(1/\varphi(t)),\qquad t\to\infty,
$$
uniformly in
$F$ and
$y$. The uniform exponential asymptotics of
$x(t)$ is obtained also.
Received: 07.05.1978