On the limiting behavior of the characteristic function of the ergodic distribution of the semi-Markov walk with two boundaries

DOI10.1134/S0001434617090164zbMath1384.60095OpenAlexW2765339738MaRDI QIDQ679864

Juan-Miguel Gracia

Publication date: 22 January 2018

Published in: Mathematical Notes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s0001434617090164

zbMATH Keywords

characteristic function of the ergodic distribution of the semi-Markov walksemi-Markov walk

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Markov renewal processes, semi-Markov processes (60K15)

Related Items (2)

Approximation results for the moments of random walk with normally distributed interference of chance ⋮ On Asymptotic Expansion for Mathematical Expectation of a Renewal--Reward Process with Dependent Components and Heavy-Tailed Interarrival Times

Cites Work

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• On some boundary crossing problems for Gaussian random walks
• On the asymptotic behavior of the distributions of first-passage times. I.
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• Asymptotic expansions for the moments of the Gaussian random walk with two barriers
• On the asymptotic behavior of distributions of first-passage times. II
• On Lerch's transcendent and the Gaussian random walk
• Asymptotic expansions for the moments of a semi-Markovian random walk with exponential distributed interference of chance
• On the semi-Markovian random walk with two reflecting barriers
• Ergodic Theorems Connected with the Markov Property of Random Processes

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