Renewal theorems for a system of integral equations

N. B. Engibaryan

Sbornik. Mathematics, Tome 189 (1998) no. 12, pp. 1795-1808

Résumé

The system of renewal integral equations $$ \varphi _i(x)=g_i(x)+\sum _{j=1}^m\int _0^xu_{ij}(x-t)\varphi _j(t)\,dt, \qquad i=1,\dots ,m, $$ is considered, where the matrix-valued function $u=(u_{ij})$ satisfies the condition of conservativeness $0\leqslant u_{ij}\in L_1^+\equiv L_1(0;\infty)$, and the matrix $A=\int _0^\infty u(x)\,dx$ is irreducible and of spectral radius. The existence of a limit at $+\infty$ of the solution $\varphi =(\varphi _1,\dots ,\varphi _m)^T$ is established in the case when the vector-valued function $g=(g_1,\dots ,g_m)^T\in L_1^m$ is bounded and $g(+\infty )=0$. This limit is evaluated. The structure of $\phi$ for $g\in L_1^m$ is determined; namely, $\varphi (x)=\mu +\rho _0(x)+\psi(x)$, where $\rho _0\in C_0^m$ and $\psi \in L_1^m$. A similar formula for the resolvent matrix-valued function is obtained.

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