Journals / Ordu Üniversitesi Bilim ve Teknoloji Dergisi / 2016 / Cilt: 6 Sayı: 2

The Laplace Transform For The Ergodic Distribution Of A Semi- Markovian Random Walk Process With Reflecting And Delaying Barriers

Pages
243–256
DOI
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Abstract

In this paper, a semi-Markovian random walk process with reflecting barrier on the zero-level anddelaying barrier on the ) 0 (    -level is constructed and the the Laplace transform for the ergodicdistribution of this process is expressed by means of the probability characteristics of random walk {𝑌𝑛: 𝑛 ≥ 1}and renewal process {𝑇𝑛: 𝑛 ≥ 1}.

Özet

In this paper, a semi-Markovian random walk process with reflecting barrier on the zero-level anddelaying barrier on the ) 0 (    -level is constructed and the the Laplace transform for the ergodicdistribution of this process is expressed by means of the probability characteristics of random walk {𝑌𝑛: 𝑛 ≥ 1}and renewal process {𝑇𝑛: 𝑛 ≥ 1}.

Keywords: Semi-Markovian random walk process, Delaying barrier, Reflecting barrier, Laplace transform