Stationary distributions of fading evolutions

We study fading random walks on the line. We determine stationary distributions of the fading Markov evolution and investigate the special semi-Markov case where the sojourn times of the renewal process have Erlang distributions.

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Bibliographic Details
Date:2009
Main Authors: Pogorui, A. О., Погоруй, А. О.
Format: Article
Language:Ukrainian
English
Published: Institute of Mathematics, NAS of Ukraine 2009
Online Access:https://umj.imath.kiev.ua/index.php/umj/article/view/3031
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Journal Title:Ukrains’kyi Matematychnyi Zhurnal
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Ukrains’kyi Matematychnyi Zhurnal