Two-boundary problems for semi-Markov walk with a linear drift

DOI10.1515/rose.2007.014zbMath1199.60142MaRDI QIDQ5324839

Victor Kadankov, Tetyana Kadankova

Publication date: 8 August 2009

Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/rose.2007.014

zbMATH Keywords

linear drift; semi-Markov walk; distribution of supremum; exit from interval

Mathematics Subject Classification ID

60G40: Stopping times; optimal stopping problems; gambling theory

60K20: Applications of Markov renewal processes (reliability, queueing networks, etc.)

Related Items

Intersections of the interval and reflections for a semi-Markov walk with linear drift, A Two-Sided Exit Problem for a Difference of a Compound Poisson Process and a Compound Renewal Process with a Discrete Phase Space, Exit problems for the difference of a compound Poisson process and a compound renewal process, Intersections of an Interval By a Difference of a Compound Poisson Process and a Compound Renewal Process

Cites Work

• Two-boundary problems for a Poisson process with exponentially distributed component
• On crossing of a level by processes defined by sums of a random number of terms
• A Wiener-Hopf Type Method for a General Random Walk with a Two-Sided Boundary
• On the distribution of the time of the first exit from an interval and the value of a jump over the boundary for processes with independent increments and random walks
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