Analysis of the distribution of a random process with differential semi-Markov walk with delaying screen at zero (Q465972)

The authors start with a four-dimensional sequence \(\{\xi^+_k, \eta^+_k, \xi^-_k, \eta^-_k\}\), \(k= 1,2,\dots\), of positive random variables, in order to define the stochastic process having differential semi-Markov walk with delaying screen at zero. The paper deals with the determination of (1) an explicit form of the Laplace transform with respect to time; (2) a Laplace-Stieltjes transform with respect to the place of conditional and unconditional distributions and (3) a Laplace-Stieltjes transform of the ergodic distribution of the process above. The paper is well-written and advances new concepts in the domain of stochastic processes.