UDC 519.217
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.
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