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Lotov V. I. On the asymptotics of the distributions in two-sided boundary problems for random walks defined on a Markov chain. Siberian Advances in Math., 1991, V. 1, No. 3, 26-51

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• TITLE: Definition of Laplace Transforms for Distribution of the First Passage of Zero Level of the Semi-Markov Random Process with Positive Tendency and Negative Jump

  AUTHORS: Tamilla I. Nasirova, Ulviyya Y. Kerimova

  KEYWORDS: Laplace Transforms, Semi-Markov Random Process, Random Variable, Process with Positive Tendency and Negative Jumps

  JOURNAL NAME: Applied Mathematics, Vol.2 No.7, July 15, 2011

  ABSTRACT: One of the important problems of stochastic process theory is to define the Laplace transforms for the distribution of semi-markov random processes. With this purpose, we will investigate the semimarkov random processes with positive tendency and negative jump in this article. The first passage of the zero level of the process will be included as a random variable. The Laplace transforms for the distribution of this random variable is defined. The parameters of the distribution will be calculated on the basis of the final results.