Determination of the laplace transform for the first falling moment to zero level of a semi-Markov random process

Determination of the laplace transform for the first falling moment to zero level of a semi-Markov random process

One of the important problems of stochastic process theory is to define the Laplace transformations for the distribution of this process. With this purpose, we will investigate a semi-Markov random processes with positive tendency and negative jump in this article. The first falling moment into the zero-level of this process is constructed as mathematically and the Laplace transformation of this random variable is obtained.

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