Investigation of the semi-Markovian random walk with positive and negative drifts and two delaying barriers (Q2771154)
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scientific article; zbMATH DE number 1705255
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Investigation of the semi-Markovian random walk with positive and negative drifts and two delaying barriers |
scientific article; zbMATH DE number 1705255 |
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25 September 2002
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random walks
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semi-Markov
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delaying barriers
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moments of reaching
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Investigation of the semi-Markovian random walk with positive and negative drifts and two delaying barriers (English)
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The authors investigate the processes of semi-Markov random walks with drifts and two barriers. They construct an integral equation of the generating functions of the number of steps of the first moments of reaching the barriers. For related papers see \textit{T. A. Khaniev} [Bull. Internat. Stat. Inst. 57, No. 2, 569-570 (1997)] and \textit{I. Ünver} [Bull. Calcutta Math. Soc. 89, No. 3, 231-242 (1997; Zbl 0904.60069)].
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