Selahattin MADEN

9179

On the Semi-Markovian Random Walk Process with Reflecting and Delaying Barrriers

In this paper, a semi-Markovian random walk process X(t) with reflecting barrier on the zero-level and delaying barrier on the b(b>0 )-level and the first falling moment of the process into the delaying barrier, (g), are considered. Some probability characteristics of g , such as its distribution function, moment generating function and expected value are calculated.
Anahtar Kelimeler:

Semi-Markovian random walk, reflecting barrier, delaying barrier, expected value.

On the Semi-Markovian Random Walk Process with Reflecting and Delaying Barrriers

In this paper, a semi-Markovian random walk process X(t) with reflecting barrier on the zero-level and delaying barrier on the b(b>0 )-level and the first falling moment of the process into the delaying barrier, (g), are considered. Some probability characteristics of g , such as its distribution function, moment generating function and expected value are calculated.
Keywords:

Semi-Markovian random walk, reflecting barrier, delaying barrier, expected value.,

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Turkish Journal of Mathematics-Cover
  • ISSN: 1300-0098
  • Yayın Aralığı: 6
  • Yayıncı: TÜBİTAK
Arşiv
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