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.
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Translated from Ukrains’kyi Matematychnyi Zhurnal, Vol. 59, No. 7, pp. 912–919, July, 2007.
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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 Math J 59, 1010–1018 (2007). https://doi.org/10.1007/s11253-007-0066-4
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DOI: https://doi.org/10.1007/s11253-007-0066-4