Stationary Distribution of Random Motion with Delay in Reflecting Boundaries

• 作者: Anatoliy A. Pogorui Ramón M. Rodríguez-Dagnino
• 来源期刊: 应用数学(英文)
• 学科: 数学
• 关键词: RANDOM MOTION Reflecting Boundaries Semi-Markov RANDOM WALK
• 年，卷（期）: 2010,（1）
• 页码范围: 24-28
• 页数: 5页
• 分类号: O21

摘要

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.