Stationary distribution of a stochastic process Full article
| Journal |
Journal of Mathematical Sciences (United States)
ISSN: 1072-3374 , E-ISSN: 1573-8795 |
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| Output data | Year: 2018, Volume: 231, Number: 2, Pages: 218-226 Pages count : 9 DOI: 10.1007/s10958-018-3817-x | ||||
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Abstract:
We find a stationary distribution of a stochastic process with delay at the origin. The
trajectories of the process have linear growth and random jumps at random times. We
use known results for regenerative processes and factorization technique for the study in
boundary crossing problems for random walks.
Cite:
Lotov V.I.
, Ohapkina E.M.
Stationary distribution of a stochastic process
Journal of Mathematical Sciences (United States). 2018. V.231. N2. P.218-226. DOI: 10.1007/s10958-018-3817-x Scopus OpenAlex
Stationary distribution of a stochastic process
Journal of Mathematical Sciences (United States). 2018. V.231. N2. P.218-226. DOI: 10.1007/s10958-018-3817-x Scopus OpenAlex
Original:
Лотов В.И.
, Охапкина Е.М.
О стационарном распределении одного случайного процесса. Сибирский журнал чистой и прикладной математики
Сибирский журнал чистой и прикладной математики. 2017. Т.17. №1. С.36-44. DOI: 10.17377/PAM.2017.17.103
О стационарном распределении одного случайного процесса. Сибирский журнал чистой и прикладной математики
Сибирский журнал чистой и прикладной математики. 2017. Т.17. №1. С.36-44. DOI: 10.17377/PAM.2017.17.103
Dates:
| Submitted: | Jun 10, 2016 |
| Published print: | May 10, 2018 |
Identifiers:
| Scopus: | 2-s2.0-85045875135 |
| OpenAlex: | W2801418900 |