On a random walk with switchings Full article
| Journal |
Сибирские электронные математические известия (Siberian Electronic Mathematical Reports)
, E-ISSN: 1813-3304 |
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| Output data | Year: 2018, Volume: 15, Pages: 1320–1331 Pages count : DOI: 10.17377/semi.2018.15.108 | ||||
| Tags | oscillating random walk, regenerative process, stationary distribution, factorization method | ||||
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Abstract:
We find the Laplace-Stieltjes transform of the stationary
distribution of a random walk in which the distribution of jumps changes
when the strip boundaries are alternately reached. We use known results
for regenerative processes and factorization technique for the study in
boundary crossing problems for random walks.
Cite:
Лотов В.И.
On a random walk with switchings
Сибирские электронные математические известия (Siberian Electronic Mathematical Reports). 2018. Т.15. С.1320–1331. DOI: 10.17377/semi.2018.15.108 WOS Scopus
On a random walk with switchings
Сибирские электронные математические известия (Siberian Electronic Mathematical Reports). 2018. Т.15. С.1320–1331. DOI: 10.17377/semi.2018.15.108 WOS Scopus
Dates:
| Submitted: | Sep 21, 2018 |
| Published print: | Oct 31, 2022 |
Identifiers:
| Web of science: | WOS:000454860200050 |
| Scopus: | 2-s2.0-85071195616 |