# 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:

- Sobolev Institute of Mathematics SB RAS (Russian Federation)
- 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}

}

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