Tutan Bariyerli Yarı-Markov Rastgele Yürüyüş Sıçrama Sürecinin Alt Sınır Fonksiyonelinin Dağılımı

Yıl 2018, Cilt: 8 Sayı: 2, 491 - 495, 01.06.2018

Selahattin Maden

Öz

Bu çalışmada sıfır seviyesinde tutan bariyerli bir yarı-Markov rastgele yürüyüş basamak süreci kurulmuş ve bu sürecin tutan bariyere ilk kez düşme anının dağılımının Laplace dönüşümüm elde edilmiştir. Ayrıca sürecin bir sınır fonksiyonalinin beklenen değer ve standart sapması verilmiştir

Anahtar Kelimeler

Tutan bariyer, Laplace dönüşümü, Yarı-markov rastgele yürüyüş

Distribution of the Lower Boundary Functional of the Step Process of Semi-Markov Random Walk with Delaying Barrier

Öz

In this paper, a step process of semi-Markovian random walk with delaying barrier on the zero-level is constructed and the Laplace transformation of the distribution of first crossing time of this process into the delaying barrier is obtained. Also, the expectation and standard diversion of a boundary functional of the process are given.

Anahtar Kelimeler

Semi-Markovian Random Walk, Delaying Screen, Laplace Transformation.

Kaynakça

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