FUNDAMENTALNAYA
I PRIKLADNAYA MATEMATIKA
(FUNDAMENTAL AND APPLIED MATHEMATICS)
1995, VOLUME 1, NUMBER 1, PAGES 81-107
E.V.Bulinskaya
The aim of this paper is to study the asymptotic behaviour of the first passage time for some discrete-time stochastic processes arising in applied probability.
The paper is organized as follows. The systems' description is given in §1 along with the main results.
The integer-valued random walks with impenetrable (as well as reflecting) barrier at origin
The influence of two-level control policy on system's behaviour is dealt
with in §3. It is proved, in particular,
that
The directions of further investigations and various possibilities of application are given in §4.
All articles are published in Russian.
Main page | Editorial board |
Instructions to authors | Contents of the journal |
Location: http://mech.math.msu.su/~fpm/eng/95/951/95104.htm
Last modified: October 3, 1997.