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Limit distribution of the first passage time of a regenerating random walk with reflection

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Ukrainian Mathematical Journal Aims and scope

Abstract

For a regenerating random walk with reflection one obtains the limit distribution of the first passage time of distancing level.

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Literature cited

  1. S. A. Muzrapov, “Boundary functionals of a bounded regenerating random walk process,” in: Stochastic Analysis and Its Applications [in Russian], Inst. Mat., Akad. Nauk Ukr. SSR, Kiev (1989).

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  2. V. S. Korolyuk, Boundary Value Problems for Composite Poisson Processes [in Russian], Naukova Dumka, Kiev (1975).

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Authors
  1. S. A. Muzrapov
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Additional information

Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 42, No. 8, pp. 1151–1152, August, 1990.

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Muzrapov, S.A. Limit distribution of the first passage time of a regenerating random walk with reflection. Ukr Math J 42, 1026–1027 (1990). https://doi.org/10.1007/BF01099238

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  • DOI: https://doi.org/10.1007/BF01099238

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