Karnaukh E. Boundary problems for one class of the processes on a Markov chain

Українська версія

Thesis for the degree of Candidate of Sciences (CSc)

State registration number

0407U004880

Thesis Registration Form

0407U004880.pdf

Applicant for

Specialization

  • 01.01.05 - Теорія ймовірностей і математична статистика

26-11-2007

Specialized Academic Board

Д26.001.37

Essay

The thesis is devoted to the study of boundary functionals for the almost semi-continuous processes defined on a finite Markov chain. The distributions of extrema, the integral transforms of the joint distributions for overshoots through infinitely far and zero levels are treated. We obtain the moment generating functions for the two - sided boundary functionals. Also we receive the integral transforms of the distributions of the modified processes with delaying and reflection from high bound.

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Files

Dis1.pdf

aref.pdf

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