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, vol.14, no.2, pp.117-123, 1998 (Journal Indexed in SCI) identifier identifier

  • Publication Type: Article / Article
  • Volume: 14 Issue: 2
  • Publication Date: 1998
  • Title of Journal : APPLIED STOCHASTIC MODELS AND DATA ANALYSIS
  • Page Numbers: pp.117-123

Abstract

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.