Distribution of the lower boundary functional of the step process of semi-Markov random walk with delaying screen at zero

• Date: 2007
• Main Authors: Nasirova, T. I., Omarova, K. K., Насирова, Т. И., Омарова, К. К.
• Format: Article
• Language: Russian; English
• Published: Institute of Mathematics, NAS of Ukraine 2007
• Online Access: https://umj.imath.kiev.ua/index.php/umj/article/view/3356
• Journal Title: Ukrains’kyi Matematychnyi Zhurnal

On the basis of a given sequence of independent identically distributed pairs of random variables, we construct the step process of semi-Markov random walk that is later delayed by a screen at zero. For this process, we obtain the Laplace transform of the distribution of the time of the first hit of...