On the first passage time of the parabolic boundary by the Markov random walk-Reference-Cited by-同舟云学术

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On the first passage time of the parabolic boundary by the Markov random walk

Published:2022-01-06 Issue: Volume: Page:1-10
ISSN:0361-0926
Container-title:Communications in Statistics - Theory and Methods
language:en
Short-container-title:Communications in Statistics - Theory and Methods

Author:

Aliyev Rovshan Telman¹²³,Rahimov Fada¹⁴,Farhadova Aynura⁴

Affiliation:

1. Department of Operation Research and Probability Theory, Baku State University, Baku, Azerbaijan

2. Institute of Control Systems, NAS of Azerbaijan, Baku, Azerbaijan

3. The Academy of Public Administration under the President of the Republic of Azerbaijan, Baku, Azerbaijan

4. Institute of Applied Mathematics, Baku State University, Baku, Azerbaijan

Funder

Science Development Foundation under the President of the Republic of Azerbaijan

Publisher

Informa UK Limited

Subject

Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/03610926.2021.2024852

Reference23 articles.

1. Asymptotic approach for a renewal-reward process with a general interference of chance

2. On the asymptotic behaviour of the covariance function of the rewards of a multivariate renewal–reward process

3. On the Moments of a Semi-Markovian Random Walk with Gaussian Distribution of Summands

4. On the Markov renewal theorem

5. Limit Theorems for Semi-Markov Processes and Renewal Theory for Markov Chains

Cited by 3 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. A First-Passage-Time Problem for a Discrete-Time Markov Process;International Journal of Applied Mathematics, Computational Science and Systems Engineering;2024-06-06

2. Continuous-time open quantum walks in one dimension: matrix-valued orthogonal polynomials and Lindblad generators;Quantum Information Processing;2024-03-05

3. Applications of Autoregressive Process for Forecasting of Some Stock Indexes;Recent Developments and the New Directions of Research, Foundations, and Applications;2023

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