On the solution of renewal-type integral equations
Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Author(s)
Detail(s)
| Original language | English |
|---|---|
| Pages (from-to) | 281-293 |
| Journal / Publication | Communications in Statistics - Simulation and Computation |
| Volume | 18 |
| Issue number | 1 |
| Publication status | Published - Jan 1989 |
| Externally published | Yes |
Link(s)
Abstract
A simple method (here called the RS-method) established for solving renewal-type integral equations based on direct numerical Riemann-Stieltjes integration is presented and evaluated. In almost all situations it has shown surprisingly good results in terms of simplicity, convergence and applicability compared with the other known methods. The RS-method is particularly useful when the probability density function has singularities. © 1989, Taylor & Francis Group, LLC. All rights reserved.
Research Area(s)
- integral equations with singular kernel, numerical solution, renewal equation, Riemann-Stieltjes integral, tabulation of renewal function
Citation Format(s)
On the solution of renewal-type integral equations. / Xie, Min.
In: Communications in Statistics - Simulation and Computation, Vol. 18, No. 1, 01.1989, p. 281-293.
In: Communications in Statistics - Simulation and Computation, Vol. 18, No. 1, 01.1989, p. 281-293.
Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
