Beta
ManageSearchChatDiscover
315777

On Some Multivariate Distribution of Random Walks

Article

Last updated: 28 Dec 2024

OverviewSimilar Items

Subjects

-

Tags

-

Abstract

In this note we consider a probability scheme which can be interpreted a random walk with jumps which form a Poisson process. The scheme is tackled by solving some difference differential equation which appear in queueing theory. The solution is facilitated substantially by using the so called generalized barycentric coordinates introduced in 1972 by the Russian mathematicians V.I. Zaljapin and L.A. Ljusternik (7). The new technique has enabled us to generalize some of our old results (3), (4).

DOI

10.21608/esju.1974.315777

Keywords

Multivariate Distribution, Probability Scheme, Poisson Process

Authors

First Name

Khairia

Last Name

El-Nadi

MiddleName

El-Said

Affiliation

-

Email

-

City

-

Orcid

-

Volume

18

Article Issue

2

Related Issue

43310

Issue Date

1974-12-01

Receive Date

2023-09-03

Publish Date

1974-12-01

Page Start

125

Page End

135

Print ISSN

0542-1748

Online ISSN

2786-0086

Link

https://esju.journals.ekb.eg/article_315777.html

Detail API

https://esju.journals.ekb.eg/service?article_code=315777

Order

5

Type

Original Article

Type Code

1,914

Publication Type

Journal

Publication Title

The Egyptian Statistical Journal

Publication Link

https://esju.journals.ekb.eg/

MainTitle

On Some Multivariate Distribution of Random Walks

Details

Type

Article

Created At

28 Dec 2024