On a stochastic process with switchings

DOI10.33048/SEMI.2019.16.104zbMATH Open1423.60075OpenAlexW3015433849MaRDI QIDQ2334784FDOQ2334784

Authors: V. I. Lotov, V. R. Khodzhibaev 

Publication date: 7 November 2019

Published in: Sibirskie Elektronnye Matematicheskie Izvestiya (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.33048/semi.2019.16.104

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zbMATH Keywords

factorization methodstationary distributionregenerative processoscillating stochastic processstationary process with independent increments

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50)

Cites Work

• On Distributions of Functionals Related to Boundary Problems for Processes with Independent Increments
• Title not available (Why is that?)
• On a random walk with switchings
• Probability theory. Edited by K. A. Borovkov. Transl. from the Russian by O. Borovkova and P. S. Ruzankin
• Distribution of the maximum of a process with independent increments
• On limit theorems for the first exit time from a strip for stochastic processes. II

Cited In (7)

• Closed-form solutions to stochastic process switching problems
• Switch-time distributions and processes
• Characteristics of the switch process and geometric divisibility
• Title not available (Why is that?)
• On the distribution of the trajectory maximum of a stochastic process with switchings
• Title not available (Why is that?)
• On a random walk with switchings

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