Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4622775 | Journal of Mathematical Analysis and Applications | 2006 | 11 Pages |
Abstract
We derive integral representations for the renewal density u associated with a square integrable probability density p on [0,∞) having finite expected value μ. These representations express u in terms of the real and the imaginary part of the Fourier transform of p, considered as a function on the lower complex half plane. We use them to give simple global integrability conditions on p under which limt→∞(u(t)−p(t))=1/μ.
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