Geodesic
On a random walk with switchings
Sibirskie èlektronnye matematičeskie izvestiâ, Tome 15 (2018), pp. 1320-1331

Voir la notice de l'article provenant de la source Math-Net.Ru

We find the Laplace-Stieltjes transform of the stationary distribution of a random walk in which the distribution of jumps changes when the strip boundaries are alternately reached. We use known results for regenerative processes and factorization technique for the study in boundary crossing problems for random walks.
Keywords: oscillating random walk, regenerative process, stationary distribution, factorization method. 
@article{SEMR_2018_15_a39,
     author = {V. I. Lotov},
     title = {On a random walk with switchings},
     journal = {Sibirskie \`elektronnye matemati\v{c}eskie izvesti\^a},
     pages = {1320--1331},
     publisher = {mathdoc},
     volume = {15},
     year = {2018},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/SEMR_2018_15_a39/}
}
TY  - JOUR
AU  - V. I. Lotov
TI  - On a random walk with switchings
JO  - Sibirskie èlektronnye matematičeskie izvestiâ
PY  - 2018
SP  - 1320
EP  - 1331
VL  - 15
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/SEMR_2018_15_a39/
LA  - ru
ID  - SEMR_2018_15_a39
ER  - 
%0 Journal Article
%A V. I. Lotov
%T On a random walk with switchings
%J Sibirskie èlektronnye matematičeskie izvestiâ
%D 2018
%P 1320-1331
%V 15
%I mathdoc
%U http://geodesic.mathdoc.fr/item/SEMR_2018_15_a39/
%G ru
%F SEMR_2018_15_a39
V. I. Lotov. On a random walk with switchings. Sibirskie èlektronnye matematičeskie izvestiâ, Tome 15 (2018), pp. 1320-1331. http://geodesic.mathdoc.fr/item/SEMR_2018_15_a39/