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/
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Title |
Stationary Distribution of Random Motion with Delay in Reflecting Boundaries |
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Creator |
Pogoruі, А. А.
Rodríguez-Dagnіno, Ramón М. |
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Subject |
Mathematical Analysis
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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. |
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Date |
2010-05
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Type |
Article
PeerReviewed |
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Format |
text
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Language |
uk
english |
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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 |
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