THE LAPLACE TRANSFORM OF THE ERGODIC DISTRIBUTION OF THE PROCESS OF SEMI-MARKOVIAN RANDOM WALK WITH NEGATIVE DRIFT, NONNEGATIVE JUMPS, DELAYS, AND DELAYING SCREEN AT ZERO

T. I. NASIROVA, E. A. IBAYEV, AND T. A. ALIYEVA

Theory of Stochastic Processes

Vol.15 (31), no.1, 2009, pp.49-60

The Laplace–Stieltjes transform with respect to x, the Laplace transform with respect to t, the conditional distribution, the unconditional distribution, and the Laplace transform of the ergodic distribution of the process of semi-Markovian random walk with negative drift, nonnegative jumps, delays, and delaying screen at zero are obtained.