On the solution of renewal-type integral equations
Author:
- 1 January 1989
- journal article
- research article
- Published by Taylor & Francis in Communications in Statistics - Simulation and Computation
- Vol. 18 (1) , 281-293
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.Keywords
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