The Laplace Transform of a Boundary Functional of the Semi- Markovian Random Walk Process with Two Delaying Barriers
نویسندگان
چکیده
In this study, a step process of semi-Markovian random walk with delaying barriers at a and b levels ( 0 b a ) and first falling moment of the process into the delaying barrier at b -level, ) ( , are mathematically constructed, in this case when the random walk happens according to the Laplace’s distribution ) 1 ; 1 ( L . It is given a simple form of the Laplace transformation of the distribution of the random variable . Also the simple formulas for expectation and variance of are obtained by the means of this Laplace transformation. AMS Subject Classification: 60A10, 60J25, 60G50
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تاریخ انتشار 2016