E.A. IBAYEV, V.M. MAMMADOV, SH.B. BAKHSHIYEV
THE LAPLACE-STILTJES TRANSFORM OF COMPATIBLE DISTRIBUTION OF THE FIRST REACHING MOMENT TO LEVEL ZERO AND LENGTH OF JUMP FROM THE LEVEL OF THE SEMIMARKOV RANDOM WALK PROCESS WITH NEGATIVE DRIFT, POSITIVE JUMPS


Using sequence of independent identically distributed two-dimensional random variables, a Semimarkov random walk process with negative drift, positive jumps is constructed. The Laplace-Stiltjes transform of a compatible distribution of the first reaching moment to level zero and length of jump from the level of constructed process is obtained.

Keywords: random variables, Semimarkov random walk process, Laplace-Stiltjes transform
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