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https://hdl.handle.net/20.500.11851/6320
Title: | Asymptotic expansions for the moments of a semi-Markovian random walk with exponential distributed interference of chance | Authors: | Khaniyev, Tahir Kesemen, T. Aliyev, R. T. Kokangül, A. |
Keywords: | random walk first jump ergodic distribution asymptotic expansion ladder variable discrete interference of chance |
Publisher: | Elsevier Science Bv | Abstract: | In this paper, a semi-Markovian random walk process (X(t)) with a discrete interference of chance is constructed and the ergodicity of this process is discussed. Some exact formulas for the first- and second-order moments of the ergodic distribution of the process X(t) are obtained, when the random variable zeta(1) has an exponential distribution with the parameter lambda > 0. Here zeta(1) expresses the quantity of a discrete interference of chance. Based on these results, the third-order asymptotic expansions for mathematical expectation and variance of the ergodic distribution of the process X(t) are derived, when lambda -> 0. (c) 2007 Elsevier B.V. All rights reserved. | URI: | https://doi.org/10.1016/j.spl.2007.09.045 https://hdl.handle.net/20.500.11851/6320 |
ISSN: | 0167-7152 |
Appears in Collections: | Endüstri Mühendisliği Bölümü / Department of Industrial Engineering Scopus İndeksli Yayınlar Koleksiyonu / Scopus Indexed Publications Collection WoS İndeksli Yayınlar Koleksiyonu / WoS Indexed Publications Collection |
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