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.

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.