电邮这篇文章 Stationary Distribution of a Stochastic Process
- 作者: Lotov V.1,2, Okhapkina E.2
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隶属关系:
- Sobolev Institute of Mathematics SB RAS
- Novosibirsk State University
- 期: 卷 231, 编号 2 (2018)
- 页面: 218-226
- 栏目: Article
- URL: https://journals.rcsi.science/1072-3374/article/view/241122
- DOI: https://doi.org/10.1007/s10958-018-3817-x
- ID: 241122
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详细
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.
作者简介
V. Lotov
Sobolev Institute of Mathematics SB RAS; Novosibirsk State University
编辑信件的主要联系方式.
Email: lotov@math.nsc.ru
俄罗斯联邦, 4, Akad. Koptyuga pr., Novosibirsk, 630090; 1, Pirogova St., Novosibirsk, 630090
E. Okhapkina
Novosibirsk State University
Email: lotov@math.nsc.ru
俄罗斯联邦, 1, Pirogova St., Novosibirsk, 630090
