Stationary Distribution of Random Motion with Delay in Reflecting Boundaries

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.