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Stationary Distribution of Random Motion with Delay in Reflecting Boundaries

Zhytomyr State University Library

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Relation http://eprints.zu.edu.ua/13299/
 
Title Stationary Distribution of Random Motion with Delay in
Reflecting Boundaries
 
Creator Pogoruі, А. А.
Rodríguez-Dagnіno, Ramón М.
 
Subject Mathematical Analysis
 
Description In this paper we study a continuous time random walk in the line with two boundaries [a,b], a < b. The particle
can move in any of two directions with different velocities v1 and v2. We consider a special type of
boundary which can trap the particle for a random time. We found closed-form expressions for the stationary
distribution of the position of the particle not only for the alternating Markov process but also for a broad
class of semi-Markov processes.
 
Date 2010-05
 
Type Article
PeerReviewed
 
Format text
 
Language uk
english
 
Identifier http://eprints.zu.edu.ua/13299/1/AM_01_01_Content_2010111802444728.pdf
Pogoruі, А. А. and Rodríguez-Dagnіno, Ramón М. (2010) Stationary Distribution of Random Motion with Delay in Reflecting Boundaries. Applied Mathematics, 1 (1). pp. 24-29. ISSN 2152-7385