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

  • Publication Type: Article / Article
  • Volume: 21 Issue: 3
  • Publication Date: 1997
  • Journal Name: Turkish Journal of Mathematics
  • Journal Indexes: Scopus
  • Page Numbers: pp.257-268
  • Keywords: Reflecting and delaying screens, Semi-Markovian random walk
  • Open Archive Collection: Article
  • Azerbaijan State University of Economics (UNEC) Affiliated: Yes

Abstract

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.