ON DISTRIBUTION OF A SEMI-MARKOV RANDOM WALK PROCESS WITH TWO DELAYING BARRIERS

Yıl 2017, Cilt: 7 Sayı: 1, 33 - 41, 30.06.2017

Selahattin Maden

Öz

In this paper,
a step process of semi-Markovian random walk with delaying barrier on the
zero-level from below and



















-level
from upper is constructed mathematically and the Laplace transformation for the
distribution function of this is given. Also, the expectation and standard
diversion of a boundary functional of the process are given.

Anahtar Kelimeler

Semi-Markov random walk process, Delaying barrier, DISTRIBUTION

Afanas’eva, L. G., Bulinskaya, E. V., ‘Some asymptotical results for random walks in a strip’ Teor. Veroyatn. Primen. 29, 4, 658-668 (1983).

Öz

In this paper,
a step process of semi-Markovian random walk with delaying barrier on the
zero-level from below and



















-level
from upper is constructed mathematically and the Laplace transformation for the
distribution function of this is given. Also, the expectation and standard
diversion of a boundary functional of the process are given.

Anahtar Kelimeler

Semi-Markov random walk process, Delaying barrier

Kaynakça

• Afanas’eva, L. G., Bulinskaya, E. V., ‘Some asymptotical results for random walks in a strip’ Teor. Veroyatn. Primen. 29, 4, 658-668 (1983).