Investigation of Laplace-Stieltjes transform for the ergodic distribution of the semi-markov random process with positive tendency, negative jumps and delaying boundary at zero.
Journal Title: JOURNAL OF ADVANCES IN MATHEMATICS - Year 2014, Vol 6, Issue 3
Abstract
One of the important problems of stochastic processes theory is to define the Laplace-Stieltjes transform for the ergodic distribution of semi-markov random process. With this purpose, we will investigate the semi-markov random processes with positive tendency, negative jumps and delaying boundary at zero in this article. The Laplace transform on time, Laplace-Stieltjes transform on phase of the conditional and unconditional distributions and Laplace-Stieltjes transform of the ergodic distribution are defined. The characteristics of the ergodic distribution will be calculated on the basis of the final results.
Authors and Affiliations
Tamilla Nasirova, Ulviyya Kerimova
Keywords
Related Articles
- EP ID EP651226
- DOI 10.24297/jam.v6i3.7242
- Views 167
- Downloads 0
Third Order Hamiltonian for a Binary System with Varying Masses Including Preastron Effect
This work concerns of the effects of the variation in the masses for two attracting bodies on the orbiter orbital elements. The formulation of the problem was done in different kind of mechanics, Newtonian, Lagrangian, a...
Exponentiated Rayleigh Distribution: A Bayes Study Using MCMC Approach Based on Unified Hybrid Censored Data
This paper aims to estimate the unknown parameters, survival and hazard functions for exponentiated Rayleigh distribution based on unfied hybrid censored data.
ON Ia- CONNECTED SPACES VIA IDEAL
The aim of this paper is to study some properties of - open set in ideal topological spaces, which was introduced by M.E. Abd El-Monsef [1], such as interior, exterior, functions and connectedness.
On a nonlocal boundary value problem of a coupled system of Volterra functional integro-dierential equations.
In this paper, we study the existence of a unique solution for a nonlocal boundary- value problem of coupled system of Volterra functional integro-dierential equations.
A NOTE ON PARTIALLY ORDERED FUZZY METRIC SPACE VIA COUPLED COINCIDENCE POINTS
In this paper, we prove a coupled coincidence point theorem in partially ordered fuzzy metric space using Ï•-contractive condition.