Question about integral change of variable in Infinite Server Queue example, Ross' Introduction to Proability Models

38 Views Asked by At

enter image description here

Picture is from Ross' Introduction to Probability Models 11th ed.

Maybe a simple question, but I'm just wondering why the second equality in (5.17) follows. I tried substituting $y = t-s$, but that gives an extra factor of $-1$.

1

There are 1 best solutions below

1
On BEST ANSWER

A substitution $y = t-s$ results in $\int_0^t G(t-s) ds = -\int_t^0 G(y)dy$. Notice how the limits of integration swapped. When $s$ is $0$, $y$ would be $t$ and vice versa. To put them in order, as in $\int_0^t$, you'd need to change the sign again.