Asymptotic approach to boundary functionals of a semi-markovian random walk with generalized delaying barrier

Asymptotic approach to boundary functionals of a semi-markovian random walk with generalized delaying barrier

In this study, a semi-Markovian random walk process with a generalized delaying barrier and its three boundary functionals (N1; 1; 1) are mathematically constructed. Under some weak conditions, exact expressions and asymptotic expansions for the expected values and variances of these boundary functionals are obtained.