Email this article Stationary Distribution of a Stochastic Process
- Authors: Lotov V.I.1,2, Okhapkina E.M.2
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Affiliations:
- Sobolev Institute of Mathematics SB RAS
- Novosibirsk State University
- Issue: Vol 231, No 2 (2018)
- Pages: 218-226
- Section: Article
- URL: https://journal-vniispk.ru/1072-3374/article/view/241122
- DOI: https://doi.org/10.1007/s10958-018-3817-x
- ID: 241122
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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.
About the authors
V. I. Lotov
Sobolev Institute of Mathematics SB RAS; Novosibirsk State University
Author for correspondence.
Email: lotov@math.nsc.ru
Russian Federation, 4, Akad. Koptyuga pr., Novosibirsk, 630090; 1, Pirogova St., Novosibirsk, 630090
E. M. Okhapkina
Novosibirsk State University
Email: lotov@math.nsc.ru
Russian Federation, 1, Pirogova St., Novosibirsk, 630090
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