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.
Citation:
V. I. Lotov, E. M. Okhapkina, “On the stationary distribution of a stochastic process”, Sib. J. Pure and Appl. Math., 17:1 (2017), 36–44; J. Math. Sci., 231:2 (2018), 218–226
\Bibitem{LotOkh17}
\by V.~I.~Lotov, E.~M.~Okhapkina
\paper On the stationary distribution of a stochastic process
\jour Sib. J. Pure and Appl. Math.
\yr 2017
\vol 17
\issue 1
\pages 36--44
\mathnet{http://mi.mathnet.ru/vngu428}
\crossref{https://doi.org/10.17377/PAM.2017.17.103}
\transl
\jour J. Math. Sci.
\yr 2018
\vol 231
\issue 2
\pages 218--226
\crossref{https://doi.org/10.1007/s10958-018-3817-x}
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https://www.mathnet.ru/eng/vngu428
https://www.mathnet.ru/eng/vngu/v17/i1/p36
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