Please use this identifier to cite or link to this item: 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

Show full item record



CORE Recommender

SCOPUSTM   
Citations

18
checked on Nov 9, 2024

WEB OF SCIENCETM
Citations

19
checked on Aug 31, 2024

Page view(s)

90
checked on Nov 4, 2024

Google ScholarTM

Check




Altmetric


Items in GCRIS Repository are protected by copyright, with all rights reserved, unless otherwise indicated.