Investigation of Laplace-Stieltjes transform for the ergodic distribution of the semi-markov random process with positive tendency, negative jumps and delaying boundary at zero.
Journal Title: JOURNAL OF ADVANCES IN MATHEMATICS - Year 2014, Vol 6, Issue 3
Abstract
One of the important problems of stochastic processes theory is to define the Laplace-Stieltjes transform for the ergodic distribution of semi-markov random process. With this purpose, we will investigate the semi-markov random processes with positive tendency, negative jumps and delaying boundary at zero in this article. The Laplace transform on time, Laplace-Stieltjes transform on phase of the conditional and unconditional distributions and Laplace-Stieltjes transform of the ergodic distribution are defined. The characteristics of the ergodic distribution will be calculated on the basis of the final results.
Authors and Affiliations
Tamilla Nasirova, Ulviyya Kerimova
Keywords
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- EP ID EP651226
- DOI 10.24297/jam.v6i3.7242
- Views 171
- Downloads 0
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