On the Semi-Markovian Random Walk Process with Reflecting and Delaying Barrriers

Authors : Selahattin Maden

Pages : 263-274

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Publication Date : 9999-12-31

Article Type : Makaleler

Abstract :In this paper, a semi-Markovian random walk process X(t) with reflecting barrier on the zero-level and delaying barrier on the b(b>0 )-level and the first falling moment of the process into the delaying barrier, (g), are considered. Some probability characteristics of g , such as its distribution function, moment generating function and expected value are calculated.
Keywords : Semi-Markovian random walk, reflecting barrier, delaying barrier, expected value.