On the semi-Markovian random walk with two reflecting barriers

DOI10.1081/SAP-120000222zbMath0997.60049OpenAlexW2052554171MaRDI QIDQ2758170

Ihsan Unver, T. A. Khaniyev, Selahattin Maden

Publication date: 20 May 2002

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1081/sap-120000222

zbMATH Keywords

varianceexpected valuemoment generating functionsemi-Markovian random walkfirst reflection moment

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50)

Related Items (7)

Three-term asymptotic expansions for the moments of the random walk with triangular distributed interference of chance ⋮ On the limiting behavior of the characteristic function of the ergodic distribution of the semi-Markov walk with two boundaries ⋮ Asymptotic expansions for the moments of a semi-Markovian random walk with exponential distributed interference of chance ⋮ Asymptotic expansions for the moments of the Gaussian random walk with two barriers ⋮ Asymptotic Expansions for the Moments of the Semi-Markovian Random Walk with Gamma Distributed Interference of Chance ⋮ Weak Convergence Theorem for Ergodic Distribution of Stochastic Processes with Discrete Interference of Chance and Generalized Reflecting Barrier ⋮ On the stationary characteristics of the extended model of type (s,S) with Gaussian distribution of summands

Cites Work

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• Approximation of the ruin probability with an exponential exactness
• The Random Walk Between a Reflecting and an Absorbing Barrier
• Some Problems on a One-Dimensional Correlated Random Walk with Various Types of Barrier
• A dialysis system with one absorbing and one semi-reflecting state

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