Enviar artigo por via de e-mail Stationary Distribution of a Stochastic Process
- Autores: Lotov V.1,2, Okhapkina E.2
-
Afiliações:
- Sobolev Institute of Mathematics SB RAS
- Novosibirsk State University
- Edição: Volume 231, Nº 2 (2018)
- Páginas: 218-226
- Seção: Article
- URL: https://journals.rcsi.science/1072-3374/article/view/241122
- DOI: https://doi.org/10.1007/s10958-018-3817-x
- ID: 241122
Citar
Acesso aberto
Acesso está concedido
Somente assinantes
Resumo
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.
Sobre autores
V. Lotov
Sobolev Institute of Mathematics SB RAS; Novosibirsk State University
Autor responsável pela correspondência
Email: lotov@math.nsc.ru
Rússia, 4, Akad. Koptyuga pr., Novosibirsk, 630090; 1, Pirogova St., Novosibirsk, 630090
E. Okhapkina
Novosibirsk State University
Email: lotov@math.nsc.ru
Rússia, 1, Pirogova St., Novosibirsk, 630090
