Turkish Journal of Mathematics
Abstract
In this paper, a semi-Markovian random walk process X(t) with reflecting barrier on the zero-level and delaying barrier on the \beta(\beta>0 )-level and the first falling moment of the process into the delaying barrier, (\gamma), are considered. Some probability characteristics of \gamma , such as its distribution function, moment generating function and expected value are calculated.
DOI
-
Keywords
Semi-Markovian random walk, reflecting barrier, delaying barrier, expected value.
First Page
263
Last Page
274
Recommended Citation
MADEN, S (2001). On the Semi-Markovian Random Walk Process with Reflecting and Delaying Barrriers. Turkish Journal of Mathematics 25 (2): 263-274. https://doi.org/-