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On Markov–up processes and their recurrence properties
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Veretennikov, A. Yu and Veretennikova, M. A. (2022) On Markov–up processes and their recurrence properties. Reliability : Theory and Applications, 17 (3). pp. 273-291. doi:10.24412/1932-2321-2022-369-273-291 ISSN 1932-2321.
An open access version can be found in:
Official URL: https://doi.org/10.24412/1932-2321-2022-369-273-29...
Abstract
A simple model of the new notion of “Markov up” processes is proposed; its positive recurrence and ergodic properties are shown under the appropriate conditions. A one-dimensional process in discrete
time moves upwards as if it were Markov, and goes down in a more complicated way, remembering all its past from the moment of its “u-turn” down. Also, it is assumed that in some sense its move downwards
becomes more and more probable after each step in this direction.
Item Type: | Journal Article | ||||
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Divisions: | Faculty of Science, Engineering and Medicine > Science > Mathematics | ||||
Journal or Publication Title: | Reliability : Theory and Applications | ||||
Publisher: | Gnedenko Publications | ||||
ISSN: | 1932-2321 | ||||
Official Date: | September 2022 | ||||
Dates: |
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Volume: | 17 | ||||
Number: | 3 | ||||
Page Range: | pp. 273-291 | ||||
DOI: | 10.24412/1932-2321-2022-369-273-291 | ||||
Status: | Peer Reviewed | ||||
Publication Status: | Published | ||||
Access rights to Published version: | Open Access (Creative Commons) | ||||
Copyright Holders: | © "Reliability: Theory & Applications", 2006, 2007, 2009-2022 | ||||
Open Access Version: |
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