An asymptotic solution of the integral equation for the second moment function in geometric processes

几何过程中二阶矩函数积分方程的渐近解

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Abstract

In this study, we derive an asymptotic solution of the integral equation satisfied by the second moment function M2(t, a) . We first find the Laplace transform (M2)L(s, a) and then obtain M2(t, a) asymptotically by inversion. Further, we have derived the asymptotic expressions of M2(t, a) for some special lifetime distributions such as exponential, gamma, Weibull, lognormal and truncated normal. Finally, the asymptotic solution is compared with the numerical solution to evaluate its performance.

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