Pogorui A. A., Rodríguez-Dagnіno Ramón М.
(2010)
Stationary Distribution of Random Motion with Delay in
Reflecting Boundaries.
Applied Mathematics, 1 (1).
С. 24–29.
ISSN 2152-7385
Анотація
In this paper we study a continuous time random walk in the line with two boundaries [a,b], a < b. The particle
can move in any of two directions with different velocities v1 and v2. We consider a special type of
boundary which can trap the particle for a random time. We found closed-form expressions for the stationary
distribution of the position of the particle not only for the alternating Markov process but also for a broad
class of semi-Markov processes.
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