In this work, a stochastic process with discrete interference of chance and generalized reflecting barrier (X (t)) is constructed and the ergodicity of this process is proved. Using basic identity for random walk processes, a characteristic function of the ergodic distribution is written with the help of characteristics of the boundary functional S_(N_1(x)). Moreover, a weak convergence theorem for the ergodic distribution of the standardized process Y_λ(t) = X(t)/λ is proved, as λ → ∞ and the limit form of the ergodic distribution is found.
Current 2019 2018 2017 2016 2015 2014 2013 2012 2011 2010 2009 2008 2007 2006 2005 2004 2003 2002 2001 2000 1999 1998 1997 1996
