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 contribution | On a random walk with switchings |
|---|---|
| Original language | Russian |
| Pages (from-to) | 1320-1331 |
| Number of pages | 12 |
| Journal | Сибирские электронные математические известия |
| Volume | 15 |
| DOIs | |
| Publication status | Published - 1 Jan 2018 |
Keywords
- oscillating random walk
- regenerative process
- stationary distribution
- factorization method
OECD FOS+WOS
- 1.01 MATHEMATICS
State classification of scientific and technological information
- 27.43 Probability Theory and mathematical statistics