Distribution of the lower boundary functional of the step process of semi-Markov random walk with delaying screen at zero
AbstractOn 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.
How to Cite
Nasirova, T. I., and K. K. Omarova. “Distribution of the Lower Boundary Functional of the Step Process of Semi-Markov Random Walk With Delaying Screen at Zero”. Ukrains’kyi Matematychnyi Zhurnal, Vol. 59, no. 7, July 2007, pp. 912–919, https://umj.imath.kiev.ua/index.php/umj/article/view/3356.