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UDC 519.217
O.A. Yarova1, Ya.I. Yeleyko2


1 Ivan Franko National University of Lviv,
Lviv, Ukraine

oksanayarova93@gmail.com;
oksana.yarova@lnu.edu.ua

2 Ivan Franko National University of Lviv,
Lviv, Ukraine

yikts@yahoo.com

LIMIT THEOREM FOR MULTIDIMENSIONAL RENEWAL EQUATION

Abstract. In the paper, we consider the multidimensional renewal equation in matrix form. 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.

Keywords: renewal equation, renewal function, Markov process, process with independent increments, weak convergence.


FULL TEXT

REFERENCES

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  2. Yeleyko Ya.I., Nishchenko I.I. On an asymptotic representation of the Perror root of a matrix-valued evolution. Ukrain. Mat. Zh. 1996. Vol. 48, N 1. P. 35–43.

  3. Feller W. A simple proof for renewal theorems. Communs Pure and Appl. Math. 1961. N 14. P. 285–293.

  4. Koroliuk V.S., Limnios N. Stochastic systems in merging phase space. Singapore: World Scientific Publishing Company, 2005. 348 p.

  5. Korolyuk V.S., Turbin A.F. Semi-Markov processes and their applications [in Russian]. Kiev: Naukova Dumka, 1976. 184 p.




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