The asymptotic behavior of a Volterra-renewal equation

Author:

Ney Peter

Abstract

Theorem. Assume that the functions x ( ) , h ( ) , G ( ) x( \cdot ),h( \cdot ),G( \cdot ) satisfy: (i) 0 x ( t ) , t [ 0 , ) ; x ( t ) 0 0 \leqslant x(t),t \in [0,\infty );x(t) \to 0 as t ; x t \to \infty ;x bounded, measurable; (ii) 0 h ( s ) ; h ( s ) 0 \leqslant h(s);h(s) Lipschitz continuous for s I s \in I , where I is a closed interval containing the range of x ; h ( 0 ) = 0 , h ( 0 + ) = 1 , h ( 0 + ) > 0 x;h(0) = 0,h’(0 + ) = 1,h(0 + ) > 0 ; (iii) G a probability distribution on ( 0 , ) (0,\infty ) having nontrivial absolutely continuous component and finite second moment. Let H x ( t ) = 0 t h [ x ( t y ) ] d G ( y ) Hx(t) = \smallint _0^th[x(t - y)]dG(y) . If 0 ( x H x ) ( t ) = o ( t 2 ) 0 \leqslant (x - Hx)(t) = o({t^{ - 2}}) , with strict inequality on the left on a set of positive measure, then x ( t ) γ / t , t x(t) \sim \gamma /t,t \to \infty , where γ \gamma is a constant depending only on h and G. The condition o ( t 2 ) o({t^{ - 2}}) is close to best possible, and cannot, e.g., be replaced by O ( t 2 ) O({t^{ - 2}}) .

Publisher

American Mathematical Society (AMS)

Subject

Applied Mathematics,General Mathematics

Reference7 articles.

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4. On a nonlinear Volterra equation;Levin, J. J.;J. Math. Anal. Appl.,1972

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