On the semi-Markovian random walk process with reflecting and delaying barriers (Q2730860)
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scientific article; zbMATH DE number 1625071
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the semi-Markovian random walk process with reflecting and delaying barriers |
scientific article; zbMATH DE number 1625071 |
Statements
25 August 2003
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semi-Markovian random walk
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reflecting barrier
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delaying barrier
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moment generating function
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On the semi-Markovian random walk process with reflecting and delaying barriers (English)
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A semi-Markovian random walk process \(X(t)\) is considered with a reflecting barrier on the zero level and a delaying barrier at some positive level \(\beta>0\). The first falling moment into a delaying barrier \(\gamma\) is studied. In particular, the distribution function, moment generating function and the expected value of \(\gamma\) are studied. The techniques involve a combination of renewal and random walk theories.
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