On the Boundary Functional of a Semi-Markov Process
Yıl 2024,
, 123 - 133, 31.07.2024
Elshan Ibayev
Öz
In this paper, we consider the semi-Markov random walk process with negative drift, positive
jumps. An integral equation for the Laplace transform of the conditional distribution of the boundary
functional is obtained. In this work, we define the residence time of the system by generalized exponential
distributions with different parameters via fractional order integral equation. The purpose of this paper
is to reduce an integral equation for the Laplace transform of the conditional distribution of a boundary
functional of the semi-Markov random walk processes to fractional order differential equation with constant
coefficients.
Etik Beyan
The author declares that the materials and methods used in her study do not require ethical
committee
Destekleyen Kurum
Institute of Control Systems
Teşekkür
We wish to express our thanks to Associate professor R. A Bandaliev for the formulation of the common problems in connection with fractional order differential equation
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