On asymptotic solutions of the renewal equation

Consider the renewal equation in the form (¹) $\text{u(t) = g(t) + ∝}{}_{\mathrm{o}}{}^{\mathrm{t}}\text{u(t ? τ) ?(τ) dτ}$, where $\text{?(t)}$ is a probability density on [0, ∞) and lim_{t → ∞}g(t) = g₀. Asymptotic solutions of (¹) are given in the case when f(t) has no expectation, i.e., $\text{∝}{}_0{}^{\mathrm{\infty }}\text{t?(t)dt = ∞}$. These results complement the classical theorem of Feller under the assumption that f(t) possesses finite expectation.     

Weighted branching and a pathwise renewal equation

This paper is devoted to the study of a pathwise renewal equation for stochastic processes which are functions of a weighted tree defined in a general weighted branching model. Motivated by applications in the analysis of certain stochastic fixed-point equations and in the theory of general (Crump–Mode–Jagers) branching processes, we analyze the solutions to the equation under several conditions, the main result being a characterization of the set of solutions satisfying appropriate integrability conditions.     

On a nonlinear renewal equation with diffusion

In this paper, we consider a nonlinear age structured McKendrick–von Foerster population model with diffusion term. Here we prove existence and uniqueness of the solution of the equation. We consider a particular type of nonlinearity in the renewal term and prove Generalized Relative Entropy type inequality. Longtime behavior of the solution has been addressed for both linear and nonlinear versions of the equation. In linear case, we prove that the solution converges to the first eigenfunction with an exponential rate. In nonlinear case, we have considered a particular type of nonlinearity that is present in the mortality term in which we can predict the longtime behavior. Copyright © 2015 John Wiley & Sons, Ltd.     

Steady state analysis of a nonlinear renewal equation

In the analysis of a nonlinear renewal equation it is natural to anticipate the existence of nonzero steady states and deal with the question of their stability. Sufficient conditions for existence and uniqueness for these steady states are given. The study of the linearized version of the renewal equation around the steady state helps to a great extent to have insight into some complicated dynamics of the full problem. At this stage the first eigenvalue of the steady state plays a vital role. The characteristic equation, a functional equation whose roots are the eigenvalues, is derived. We give various structures showing that the steady state may be stable or unstable (though the fertility rate is decreasing with competition). A similar study is carried out on a nonlinear model motivated by neuroscience in which the total population is conserved.     

Decay solution for the renewal equation with diffusion

In this paper we consider age structured equation with diffusion under nonlocal boundary condition and nonnegative initial data. We prove existence, uniqueness and the positivity of the solution to the above problem. Our main result is to get an exponential decay of the solution for large times toward such a study state. To this end we prove a weighted Poincaré–Wirtinger’s type inequality in unbounded domain.     

The minimal solution of a Markov renewal equation

Given a killed Markov process, one can use a procedure of Ikedaet al. to revive the process at the killing times. The revived process is again a Markov process and its transition function is the minimal solution of a Markov renewal equation. In this paper we will calculate such solutions for a class of revived processes.     

Asymptotics for solutions of a defective renewal equation with applications

In this paper, we derive non-exponential asymptotic forms for solutions of defective renewal equations. These include as special cases asymptotics for compound geometric distribution and the convolution of a compound geometric distribution with a distribution function. As applications of these results, we study the Gerber-Shiu discounted penalty function in the classical risk model and the reliability of a two-unit cold standby system in reliability theory.      

Asymptotic behavior for a class of the renewal nonlinear equation with diffusion

In this paper, we consider nonlinear age‐structured equation with diffusion under nonlocal boundary condition and non‐negative initial data. More precisely, we prove that under some assumptions on the nonlinear term in a model of McKendrick–Von Foerster with diffusion in age, solutions exist and converge (long‐time convergence) towards a stationary solution. In the first part, we use classical analysis tools to prove the existence, uniqueness, and the positivity of the solution. In the second part, using comparison principle, we prove the convergence of this solution towards the stationary solution. Copyright © 2012 John Wiley & Sons, Ltd.     

Homogeneous endpoint Besov space embeddings by Hausdorff capacity and heat equation

Two embeddings of a homogeneous endpoint Besov space are established via the Hausdorff capacity and the heat equation. Meanwhile, a co-capacity formula and a trace inequality are derived from the Besov space.     

The structure of the resolvent for the discrete renewal equation with nonsummable difference kernel

We find the asymptotic structure of the resolvent for the various cases of zeros of symbol for the discrete difference renewal equations with the nonsummable kernel.     

On the renewal of a solution of the Dirichlet boundary-value problem for a biharmonic equation

We study the problem of renewal of a solution of the Dirichlet boundary-value problem for a biharmonic equation on the basis of the known information about the boundary function. The obtained estimates of renewal error are unimprovable in certain cases. Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 50, No. 8, pp. 1147–1151, August, 1998.     

A difference equation approach for analysing a batch service queue with the batch renewal arrival process

We consider an infinite buffer single server queue wherein customers arrive according to the batch renewal arrival process and are served in batches following the random serving capacity rule. The service-batch times follow exponential distribution. This model has been studied in the past using the embedded Markov chain technique and probability generating function. In this paper we provide an alternative yet simple methodology to carry out the whole analysis which is based on the supplementary variable technique and the theory of difference equations. The procedure used here is simple in the sense that it does not require the complicated task of constructing the transition probability matrix. We obtain explicit expressions of the steady-state system-content distribution at pre-arrival and arbitrary epochs in terms of roots of the associated characteristic equation. We also present few numerical results in order to illustrate the computational procedure.     

Fuzzy random renewal process and renewal reward process

So far, there have been several concepts about fuzzy random variables and their expected values in literature. One of the concepts defined by Liu and Liu (2003a) is that the fuzzy random variable is a measurable function from a probability space to a collection of fuzzy variables and its expected value is described as a scalar number. Based on the concepts, this paper addresses two processes—fuzzy random renewal process and fuzzy random renewal reward process. In the fuzzy random renewal process, the interarrival times are characterized as fuzzy random variables and a fuzzy random elementary renewal theorem on the limit value of the expected renewal rate of the process is presented. In the fuzzy random renewal reward process, both the interarrival times and rewards are depicted as fuzzy random variables and a fuzzy random renewal reward theorem on the limit value of the long-run expected reward per unit time is provided. The results obtained in this paper coincide with those in stochastic case or in fuzzy case when the fuzzy random variables degenerate to random variables or to fuzzy variables.     

Harmonic renewal measures

Summary If C is a distribution function on (0, ) then the harmonic renewal function associated with C is the function . We link the asymptotic behaviour of G to that of 1–C. Applications to the ladder index and the ladder height of a random walk are included.     

Weibull renewal processes

We study the class of renewal processes with Weibull lifetime distribution from the point of view of the general theory of point processes. We investigate whether a Weibull renewal process can be expressed as a Cox process. It is shown that a Weibull renewal process is a Cox process if and only if 0<1, where denotes the shape parameter of the Weibull distribution. The Cox character of the process is analyzed. It is shown that the directing measure of the process is continuous and singular.