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Title: Stationary Distribution of a Stochastic Process

Abstract

We find a stationary distribution of a stochastic process with delay at the origin. The trajectories of the process have linear growth and random jumps at random times. We use known results for regenerative processes and factorization technique for the study in boundary crossing problems for random walks.

Authors:
 [1];  [2]
  1. Sobolev Institute of Mathematics SB RAS (Russian Federation)
  2. Novosibirsk State University (Russian Federation)
Publication Date:
OSTI Identifier:
22771208
Resource Type:
Journal Article
Journal Name:
Journal of Mathematical Sciences
Additional Journal Information:
Journal Volume: 231; Journal Issue: 2; Other Information: Copyright (c) 2018 Springer Science+Business Media, LLC, part of Springer Nature; http://www.springer-ny.com; Country of input: International Atomic Energy Agency (IAEA); Journal ID: ISSN 1072-3374
Country of Publication:
United States
Language:
English
Subject:
97 MATHEMATICAL METHODS AND COMPUTING; DISTRIBUTION; FACTORIZATION; GRAPH THEORY; RANDOMNESS; STOCHASTIC PROCESSES; TRAJECTORIES

Citation Formats

Lotov, V. I., E-mail: lotov@math.nsc.ru, and Okhapkina, E. M., E-mail: eliza-okhapkina@mail.ru. Stationary Distribution of a Stochastic Process. United States: N. p., 2018. Web. doi:10.1007/S10958-018-3817-X.
Lotov, V. I., E-mail: lotov@math.nsc.ru, & Okhapkina, E. M., E-mail: eliza-okhapkina@mail.ru. Stationary Distribution of a Stochastic Process. United States. doi:10.1007/S10958-018-3817-X.
Lotov, V. I., E-mail: lotov@math.nsc.ru, and Okhapkina, E. M., E-mail: eliza-okhapkina@mail.ru. Tue . "Stationary Distribution of a Stochastic Process". United States. doi:10.1007/S10958-018-3817-X.
@article{osti_22771208,
title = {Stationary Distribution of a Stochastic Process},
author = {Lotov, V. I., E-mail: lotov@math.nsc.ru and Okhapkina, E. M., E-mail: eliza-okhapkina@mail.ru},
abstractNote = {We find a stationary distribution of a stochastic process with delay at the origin. The trajectories of the process have linear growth and random jumps at random times. We use known results for regenerative processes and factorization technique for the study in boundary crossing problems for random walks.},
doi = {10.1007/S10958-018-3817-X},
journal = {Journal of Mathematical Sciences},
issn = {1072-3374},
number = 2,
volume = 231,
place = {United States},
year = {2018},
month = {5}
}