On the Family of First Passage Time of a Parabola by the Markov Perturbed Random Walk Described by an Autoregressive Process AR(1)

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Fərhadova A., Rahimov F., Aliyev R.

The 9 International Conference on Control and Optimization with Industrial Applications, İstanbul, Turkey, 27 - 29 August 2024, no.1, pp.745-748

  • Nəşrin Növü: Conference Paper / Full Text
  • Çap olunduğu şəhər: İstanbul
  • Ölkə: Turkey
  • Səhifə sayı: pp.745-748
  • Adres: Bəli

Qısa məlumat

In this paper, consider a family of the first passage times of parabolic boundary by Markov perturbed random walk, described first-order autoregressive process AR(1). The uniform integrability property, asymptotic behavior of expectation and variance of this family are studied