The study of the level zero crossing time of a semi-Markovian random walk with delaying screen


Xanıyev T., Ünver I.

Turkish Journal of Mathematics, vol.21, no.3, pp.257-268, 1997 (Scopus) identifier

  • Nəşrin Növü: Article / Article
  • Cild: 21 Say: 3
  • Nəşr tarixi: 1997
  • jurnalın adı: Turkish Journal of Mathematics
  • Jurnalın baxıldığı indekslər: Scopus
  • Səhifə sayı: pp.257-268
  • Açar sözlər: Reflecting and delaying screens, Semi-Markovian random walk
  • Açıq Arxiv Kolleksiyası: Məqalə
  • Adres: Bəli

Qısa məlumat

In this study, a semi-Markovian random walk with delaying screen at β > 0 and the first crossing time (γ1) of the zero level of this process are constructed. Furthermore, the distribution function with its Laplace transform, expected value and variance of random variable (γ1) are calculated. In addition to these, a formula for the higher order moments of (γ1) is given. © TÜBİTAK.