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This article is cited in 1 scientific paper (total in 1 paper)
The Laplace transform of the ergodic distribution of the
process of semi-Markovian random walk with negative drift, nonnegative jumps, delays, and
delaying screen at zero
T. I. Nasirovaa, E. A. Ibaevb, T. A. Alievac a Baku State University
b Institute of Cybernetics ANAS
c Azerbaijan State Economic University
Abstract:
The Laplace–Stieltjes transform with respect to $x$, the Laplace transform with respect
to $t$, the conditional distribution, the unconditional distribution, and the Laplace
transform of the ergodic distribution of the process of semi-Markovian random walk
with negative drift, nonnegative jumps, delays, and delaying screen at zero are obtained.
Keywords:
Semi-Markov random walk, ergodic distribution, Laplace–Stieltjes transform.
Citation:
T. I. Nasirova, E. A. Ibaev, T. A. Alieva, “The Laplace transform of the ergodic distribution of the
process of semi-Markovian random walk with negative drift, nonnegative jumps, delays, and
delaying screen at zero”, Theory Stoch. Process., 15(31):1 (2009), 49–60
Linking options:
https://www.mathnet.ru/eng/thsp111 https://www.mathnet.ru/eng/thsp/v15/i1/p49
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| Abstract page: | 245 | | Full-text PDF : | 107 | | References: | 63 |
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