Afanas’eva, L. G., Bulinskaya, E. V., ‘Some asymptotical results for random walks in a strip’ Teor. Veroyatn. Primen. 29, 4, 658-668 (1983).

In this paper, a step process of semi-Markovian random walk with delaying barrier on the zero-level from below and -level from upper is constructed mathematically and the Laplace transformation for the distribution function of this is given. Also, the expectation and standard diversion of a boundary functional of the process are given.

ON DISTRIBUTION OF A SEMI-MARKOV RANDOM WALK PROCESS WITH TWO DELAYING BARRIERS

In this paper, a step process of semi-Markovian random walk with delaying barrier on the zero-level from below and -level from upper is constructed mathematically and the Laplace transformation for the distribution function of this is given. Also, the expectation and standard diversion of a boundary functional of the process are given.

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  • Afanas’eva, L. G., Bulinskaya, E. V., ‘Some asymptotical results for random walks in a strip’ Teor. Veroyatn. Primen. 29, 4, 658-668 (1983).