Calculating the probability characteristics of a boundary functional of a semi-continuous random process with reflecting and delaying screens


Khaniev T., Ozdemir H., Maden S.

APPLIED STOCHASTIC MODELS AND DATA ANALYSIS, cilt.14, sa.2, ss.117-123, 1998 (SCI İndekslerine Giren Dergi) identifier identifier

  • Yayın Türü: Makale / Tam Makale
  • Cilt numarası: 14 Konu: 2
  • Basım Tarihi: 1998
  • Dergi Adı: APPLIED STOCHASTIC MODELS AND DATA ANALYSIS
  • Sayfa Sayıları: ss.117-123

Özet

In this paper, the semi-continuous random process with reflecting and delaying screens which plays an important role in stock control theory is constructed. Furthermore, the distribution function, its Laplace transform and numerical characteristics of the boundary functional gamma(1) of the process where gamma(1) is the first reflection moment of the process is calculated. (C) 1998 John Wiley & Sons, Ltd.