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Laplace-Stieltjes transform of the distribution of the first moment of crossing the level a(a > 0) by a semi-Markovian random walk with positive drift and negative jumps

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Abstract

Using a sequence of independent equally distributed two-dimensional random variables, the process of a semi-Markovian random walk with positive drift and negative jumps is constructed. The Laplace-Stieltjes transform of the distribution of the first moment of crossing the level a(a > 0) is found.

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Authors and Affiliations

  1. Karadeniz Technical University, Trabzon, 61000, Turkey

    I. Unver

  2. Baku State University, ul. Z. Khalilova 23, Baku, Azerbaijan

    Ya. S. Tundzh

  3. Institute of Cybernetics, National Academy of Sciences of Azerbaijan, ul. F. Agaeva 9, Baku, Azerbaijan

    E. Ibaev

Authors
  1. I. Unver
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  2. Ya. S. Tundzh
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  3. E. Ibaev
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Corresponding author

Correspondence to I. Unver.

Additional information

Original Russian Text © I. Unver, Ya.S. Tundzh, E. Ibaev, 2014, published in Avtomatika i Vychislitel’naya Tekhnika, 2014, No. 3, pp. 32–39.

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Unver, I., Tundzh, Y.S. & Ibaev, E. Laplace-Stieltjes transform of the distribution of the first moment of crossing the level a(a > 0) by a semi-Markovian random walk with positive drift and negative jumps. Aut. Control Comp. Sci. 48, 144–149 (2014). https://doi.org/10.3103/S0146411614030080

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  • DOI: https://doi.org/10.3103/S0146411614030080

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