Stationary Distribution of Random Motion with Delay in Reflecting Boundaries

Pogorui, Anatoliy A. and Rodríguez-Dagnino, Ramón M. (2010) Stationary Distribution of Random Motion with Delay in Reflecting Boundaries. Applied Mathematics, 01 (01). pp. 24-28. ISSN 2152-7385

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Abstract

In this paper we study a continuous time random walk in the line with two boundaries [a,b], a < b. The particle can move in any of two directions with different velocities v1 and v2. We consider a special type of boundary which can trap the particle for a random time. We found closed-form expressions for the stationary distribution of the position of the particle not only for the alternating Markov process but also for a broad class of semi-Markov processes.

Item Type: Article
Subjects: STM Repository > Mathematical Science
Depositing User: Managing Editor
Date Deposited: 07 Jun 2023 05:00
Last Modified: 03 Feb 2024 04:24
URI: http://classical.goforpromo.com/id/eprint/3386

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