2017
Том 69
№ 6

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Distribution of the lower boundary functional of the step process of semi-Markov random walk with delaying screen at zero

Nasirova T. I., Omarova K. K.

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Abstract

On the basis of a given sequence of independent identically distributed pairs of random variables, we construct the step process of semi-Markov random walk that is later delayed by a screen at zero. For this process, we obtain the Laplace transform of the distribution of the time of the first hit of the level zero.

English version (Springer): Ukrainian Mathematical Journal 59 (2007), no. 7, pp 1010-1018.

Citation Example: Nasirova T. I., Omarova K. K. Distribution of the lower boundary functional of the step process of semi-Markov random walk with delaying screen at zero // Ukr. Mat. Zh. - 2007. - 59, № 7. - pp. 912–919.

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