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We find a stationary distribution of a stochastic process with delay at the origin. The trajectories of the process have linear growth and random jumps at random times. We use… Click to show full abstract
We find a stationary distribution of a stochastic process with delay at the origin. The trajectories of the process have linear growth and random jumps at random times. We use known results for regenerative processes and factorization technique for the study in boundary crossing problems for random walks.
Keywords:
stochastic process;
distribution stochastic;
stationary distribution
Journal Title: Journal of Mathematical Sciences
Year Published: 2018
Link to full text (if available)
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Journal Title: Journal of Mathematical Sciences
Year Published: 2018
Link to full text (if available)
Share on Social Media: Sign Up to like & get
recommendations!