Please use this identifier to cite or link to this item:
https://hdl.handle.net/20.500.11851/6322
Full metadata record
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Aliyev, Rovshan | - |
dc.contributor.author | Khaniyev, Tahir | - |
dc.contributor.author | Kesemen, Tülay | - |
dc.date.accessioned | 2021-09-11T15:35:49Z | - |
dc.date.available | 2021-09-11T15:35:49Z | - |
dc.date.issued | 2010 | en_US |
dc.identifier.issn | 0361-0926 | - |
dc.identifier.issn | 1532-415X | - |
dc.identifier.uri | https://doi.org/10.1080/03610920802662150 | - |
dc.identifier.uri | https://hdl.handle.net/20.500.11851/6322 | - |
dc.description.abstract | In this study, a semi-Markovian random walk with a discrete interference of chance (X(t)) is considered and under some weak assumptions the ergodicity of this process is discussed. The exact formulas for the first four moments of the ergodic distribution of the process X(t) are obtained when the random variable zeta(1), which describes a discrete interference of chance, has a gamma distribution with parameters (alpha, lambda), alpha > 1, lambda > 0. Based on these results, the asymptotic expansions are obtained for the first four moments of the ergodic distribution of the process X(t), as lambda -> 0. Furthermore, the asymptotic expansions for the skewness and kurtosis of the ergodic distribution of the process X(t) are established. Finally, it is discussed that the alternative estimations for the stationary characteristics of this process can be offered by using obtained asymptotic expansions. | en_US |
dc.description.sponsorship | TUBITAKTurkiye Bilimsel ve Teknolojik Arastirma Kurumu (TUBITAK) | en_US |
dc.description.sponsorship | We would like to express our regards to Professor A. V. Skorohod, Michigan State University, for his support and encouragement, which led us to do the further investigations on the processes with a discrete interference of chance and their applications. Moreover, Associate Professor Rovshan Aliyev would like to express his thanks to TUBITAK for inviting him to Karadeniz Technical University, Faculty of Art and Sciences, Department of Statistics and Computer Sciences (Turkey) and awarding him a "Fellowship for visiting scientist" scholarship. Additionally, we would like to thank the referee, Editor, and Associate Editor for their careful reading, valuable comments, and patience. | en_US |
dc.language.iso | en | en_US |
dc.publisher | Taylor & Francis Inc | en_US |
dc.relation.ispartof | Communications In Statistics-Theory And Methods | en_US |
dc.rights | info:eu-repo/semantics/closedAccess | en_US |
dc.subject | Asymptotic expansions | en_US |
dc.subject | Boundary functional | en_US |
dc.subject | Discrete interference of chance | en_US |
dc.subject | Ergodic distribution | en_US |
dc.subject | Gamma distribution | en_US |
dc.subject | Ladder variables | en_US |
dc.subject | Moments | en_US |
dc.subject | Semi-Markovian random walk | en_US |
dc.title | Asymptotic Expansions for the Moments of the Semi-Markovian Random Walk With Gamma Distributed Interference of Chance | en_US |
dc.type | Article | en_US |
dc.department | Faculties, Faculty of Engineering, Department of Industrial Engineering | en_US |
dc.department | Fakülteler, Mühendislik Fakültesi, Endüstri Mühendisliği Bölümü | tr_TR |
dc.identifier.volume | 39 | en_US |
dc.identifier.issue | 1 | en_US |
dc.identifier.startpage | 130 | en_US |
dc.identifier.endpage | 143 | en_US |
dc.identifier.wos | WOS:000273409000010 | en_US |
dc.identifier.scopus | 2-s2.0-77951165621 | en_US |
dc.institutionauthor | Khaniyev, Tahir | - |
dc.identifier.doi | 10.1080/03610920802662150 | - |
dc.relation.publicationcategory | Makale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanı | en_US |
dc.identifier.scopusquality | Q3 | - |
item.openairetype | Article | - |
item.languageiso639-1 | en | - |
item.grantfulltext | none | - |
item.fulltext | No Fulltext | - |
item.openairecristype | http://purl.org/coar/resource_type/c_18cf | - |
item.cerifentitytype | Publications | - |
crisitem.author.dept | 02.4. Department of Industrial Engineering | - |
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 |
CORE Recommender
SCOPUSTM
Citations
14
checked on Dec 21, 2024
WEB OF SCIENCETM
Citations
16
checked on Aug 31, 2024
Page view(s)
88
checked on Dec 23, 2024
Google ScholarTM
Check
Altmetric
Items in GCRIS Repository are protected by copyright, with all rights reserved, unless otherwise indicated.