We study fading random walks on the line. We determine stationary distributions of the fading Markov evolution and investigate the special semi-Markov case where the sojourn times of the renewal process have Erlang distributions.
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Translated from Ukrains’kyi Matematychnyi Zhurnal, Vol. 61, No. 3, pp. 425–431, March, 2009.
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Pohorui, A.O. Stationary distributions of fading evolutions. Ukr Math J 61, 510–517 (2009). https://doi.org/10.1007/s11253-009-0222-0
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DOI: https://doi.org/10.1007/s11253-009-0222-0