Stationary Distribution of Random Motion with Delay in Reflecting BoundariesReport as inadecuate




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In this paper we study a continuous time random walk in the line with two boundaries a,b, a < b. The particle can move in any of two directions with different velocities v1 and v2. We consider a special type of boundary which can trap the particle for a random time. We found closed-form expressions for the stationary distribution of the position of the particle not only for the alternating Markov process but also for a broad class of semi-Markov processes.

KEYWORDS

Random Motion, Reflecting Boundaries, Semi-Markov, Random Walk

Cite this paper

A. Pogorui and R. Rodríguez-Dagnino -Stationary Distribution of Random Motion with Delay in Reflecting Boundaries,- Applied Mathematics, Vol. 1 No. 1, 2010, pp. 24-28. doi: 10.4236-am.2010.11004.





Author: Anatoliy A. Pogorui, Ramón M. Rodríguez-Dagnino

Source: http://www.scirp.org/



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