Y.S. TUNÇ, E.A. IBAYEV, SH. B. BAKHSHIYEV.
STUDY ON THE DISTRIBUTION OF THE SEMI-MARKOV RANDOM WALK PROCESS WITH POSITIVE DRIFT AND NEGATIVE JUMPS

A semi-Markov random walk process with positive drift and negative jumps is investigated. The evident form of Laplace time transform, Fourier-Stieltjes phase transformation of conditional distribution are obtained.

Keywords: random variables, process of semi-Markov random walk, Fourier-Stieltjes transformation