Semi-Markov Random Walks

Vladimir S. Korolyuk
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Vladimir S. Korolyuk: National Academy of Sciences

Chapter Chapter 4 in Semi-Markov Models and Applications, 1999, pp 61-75 from Springer

Abstract: Abstract The boundary problems for random walks have various interpretations in applied fields of probability theory, first of all, in mathematical risk theory, connected with insurance problems, in analysis of queueing systems and storage processes and others. The boundary problems for semi-Markov random walks are considered on a bounded interval of the reed line with a delaying screen.

Keywords: Semi-Markov random walk; boundary problem; superposition of renewed processes; queueing system; diffusion approximation. (search for similar items in EconPapers)
Date: 1999
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-1-4613-3288-6_4

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DOI: 10.1007/978-1-4613-3288-6_4

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