Semi-Markov walk on the composition of two renewal processes (Q804095): Difference between revisions
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Revision as of 01:16, 5 March 2024
scientific article
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English | Semi-Markov walk on the composition of two renewal processes |
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Semi-Markov walk on the composition of two renewal processes (English)
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1990
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A semi-Markov random walk \(\xi_ t\) describing a superposition of two renewal processes is defined as follows. Let \(S_ N^{(i)}\) be the N-th sum of i.i.d. r.v.'s referring to the i-th renewal process, \(\nu_ i(t)\) be the number of renewals of the i-th process, \(i=1,2\). Define \(\xi_ t=\xi_ 0+S^{(1)}_{\nu_ 1(t)}-S^{(2)}_{\nu_ 2(t)}.\) A subject of the paper is a boundary functional which is a passage time of the level 0 by \(\xi_ t\) for different initial conditions \(\xi_ 0\). The author obtains an analytical expression for a generating function of the mentioned passage time given that the ``positive'' jumps of \(\xi_ t\) have an exponential distribution.
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semi-Markov random walk
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renewal processes
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boundary functional
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passage time
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exponential distribution
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