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

  • T. I. Nasirova
  • K. K. Omarova

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.
Published
25.07.2007
How to Cite
NasirovaT. I., and OmarovaK. K. “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.
Section
Research articles