Please use this identifier to cite or link to this item: https://hdl.handle.net/20.500.11851/1570
Title: On the limiting behavior of the characteristic function of the ergodic distribution of the semi-Markov walk with two boundaries
Authors: Aliyev, R. T. T.
Khaniyev, Tahir
17222
Keywords: semi-Markov walk
characteristic function of the ergodic distribution of the semi-Markov walk
Issue Date: Sep-2017
Publisher: Maik Nauka/Interperiodica/Springer
Source: Aliyev, R. T., & Khaniyev, T. A. (2017). On the limiting behavior of the characteristic function of the ergodic distribution of the semi-Markov walk with two boundaries. Mathematical Notes, 102(3-4), 444-454.
Abstract: The semi-Markov walk (X(t)) with two boundaries at the levels 0 and beta > 0 is considered. The characteristic function of the ergodic distribution of the processX(t) is expressed in terms of the characteristics of the boundary functionals N(z) and S (N)(z), where N(z) is the firstmoment of exit of the random walk {Sn}, n >= 1, from the interval (-z, beta - z), z a [0, beta]. The limiting behavior of the characteristic function of the ergodic distribution of the process W (beta) (t) = 2X(t)/beta - 1 as beta -> a is studied for the case in which the components of the walk (eta (i)) have a two-sided exponential distribution.
[Aliyev, R. T.] Baku State Univ, Baku, Azerbaijan; [Aliyev, R. T.; Khaniyev, T. A.] Natl Acad Sci, Guseynov Inst Cybernet, Baku, Azerbaijan; [Khaniyev, T. A.] TOBB Econ & Technol Univ, Ankara, Turkey
URI: https://link.springer.com/article/10.1134%2FS0001434617090164
https://hdl.handle.net/20.500.11851/1570
ISSN: 0001-4346
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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