Siberian Journal of Pure and Applied Mathematics
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Siberian Journal of Pure and Applied Mathematics, 2017, Volume 17, Issue 1, Pages 36–44
DOI: https://doi.org/10.17377/PAM.2017.17.103 (Mi vngu428) 		 
This article is cited in 1 scientific paper (total in 1 paper)

On the stationary distribution of a stochastic process

V. I. Lotovab, E. M. Okhapkinab

a Sobolev Institute of Mathematics, Siberian Branch of the Russian Academy of Sciences, Novosibirsk
b Novosibirsk State University
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DOI: https://doi.org/10.17377/PAM.2017.17.103
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: regenerative process, stationary distribution, factorization method.
Funding agency Grant number
Russian Foundation for Basic Research 16-01-00049_а
Received: 10.06.2016
English version:
Journal of Mathematical Sciences, 2018, Volume 231, Issue 2, Pages 218–226
DOI: https://doi.org/10.1007/s10958-018-3817-x
Document Type: Article
UDC: 519.21
Language: Russian
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
Citation in format AMSBIB
\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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