О случайном блуждании с переключениями

Translated title of the contribution: On a random walk with switchings

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3 Citations (Scopus)

Abstract

We find the Laplace-Stieltjes transform of the stationary distribution of a random walk in which the distribution of jumps changes when the strip boundaries are alternately reached. We use known results for regenerative processes and factorization technique for the study in boundary crossing problems for random walks

Translated title of the contributionOn a random walk with switchings
Original languageRussian
Pages (from-to)1320-1331
Number of pages12
JournalSiberian Electronic Mathematical Reports
Volume15
DOIs
Publication statusPublished - 1 Jan 2018

Keywords

  • oscillating random walk
  • regenerative process
  • stationary distribution
  • factorization method

State classification of scientific and technological information

  • 27.43 Probability Theory and mathematical statistics

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