Solving the Chapman-Kolmogorov equation for a jumping process.
A general solution to the Chapman-Kolmogorov equation for a jumping process called the "kangaroo process" is derived. A special case of algebraic dependences is discussed in detail. In particular, simple asymptotic formulas for probability distribution are presented. It is demonstrated that there are two different classes of limiting stationary distributions. An expression for the covariance is also derived.
Kamińska
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Institute of Nuclear Physics, Kraków, Poland.
Srokowski
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