Intersections of the interval and reflections for a semi-Markov walk with linear drift
Анотація
Abstract Several two-boundary problems are solved for a semi-Markov random walk with a linear drift. The Laplace transforms of the joint distribution of the number of upward and downward intersection of the interval by the process. We also find the Laplace transforms of the boundary functionals of the processes reflected at their boundaries. The results obtained are applied for a special case when the jumps of the process are exponentially distributed.
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