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https://hdl.handle.net/20.500.11851/7685
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DC Field | Value | Language |
---|---|---|
dc.contributor.author | Gökmar, Fikri | - |
dc.contributor.author | Khaniyev, Tahir | - |
dc.contributor.author | Mammadova, Zulfiyya | - |
dc.date.accessioned | 2021-09-11T15:58:51Z | - |
dc.date.available | 2021-09-11T15:58:51Z | - |
dc.date.issued | 2013 | en_US |
dc.identifier.issn | 1387-5841 | - |
dc.identifier.issn | 1573-7713 | - |
dc.identifier.uri | https://doi.org/10.1007/s11009-011-9240-0 | - |
dc.identifier.uri | https://hdl.handle.net/20.500.11851/7685 | - |
dc.description.abstract | In this study, asymptotic expansions of the moments of the maximum (M(beta)) of Gaussian random walk with negative drift ( -aEuro parts per thousand beta), beta > 0, are established by using Bell Polynomials. In addition, the weak convergence theorem for the distribution of the random variable Y(beta) a parts per thousand aEuro parts per thousand 2 beta M(beta) is proved, and the explicit form of the limit distribution is derived. Moreover, the approximation formulas for the first four moments of the maximum of a Gaussian random walk are obtained for the parameter beta aaEuro parts per thousand(0.5, 3.2] using meta-modeling. | en_US |
dc.language.iso | en | en_US |
dc.publisher | Springer | en_US |
dc.relation.ispartof | Methodology And Computing In Applied Probability | en_US |
dc.rights | info:eu-repo/semantics/closedAccess | en_US |
dc.subject | Gaussian random walk | en_US |
dc.subject | Maximum of random walk | en_US |
dc.subject | Weak convergence | en_US |
dc.subject | Moments | en_US |
dc.subject | Bell polynomial | en_US |
dc.subject | Asymptotic expansion | en_US |
dc.subject | Approximation formula | en_US |
dc.subject | Meta-modeling | en_US |
dc.title | The Weak Convergence Theorem for the Distribution of the Maximum of a Gaussian Random Walk and Approximation Formulas for Its Moments | 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 | 15 | en_US |
dc.identifier.issue | 2 | en_US |
dc.identifier.startpage | 333 | en_US |
dc.identifier.endpage | 347 | en_US |
dc.identifier.wos | WOS:000318249400004 | en_US |
dc.identifier.scopus | 2-s2.0-84876687758 | en_US |
dc.institutionauthor | Khaniyev, Tahir | - |
dc.identifier.doi | 10.1007/s11009-011-9240-0 | - |
dc.relation.publicationcategory | Makale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanı | en_US |
dc.identifier.scopusquality | Q2 | - |
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 |
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