Please use this identifier to cite or link to this item: https://hdl.handle.net/20.500.11851/1572
Title: Three-term asymptotic expansion: A semi-Markovian random walk with a generalized beta distributed interference of chance
Authors: Kesemen, Tülay
Küçük, Zafer
Khaniyev, Tahir
Öcal, Çisem
17222
Keywords: Asymptotic expansions
generalized beta distribution
semi-Markovian random walk process
discrete interference of chance
Issue Date: 2017
Publisher: Taylor & Francis Inc
Source: Kesemen, T., Küçük, Z., Khaniyev, T., & Öçal, Ç. (2017). Three-term asymptotic expansion: A semi-Markovian random walk with a generalized beta distributed interference of chance. Communications in Statistics-Theory and Methods, 46(3), 1445-1455.
Abstract: A semi-Markovian random walk process (X(t)) with a generalized beta distribution of chance is considered. The asymptotic expansions for the first four moments of the ergodic distribution of the process are obtained as E((n)) when the random variable (n) has a generalized beta distribution with parameters (s, S, , ); , > 1,0 s < S < . Finally, the accuracy of the asymptotic expansions is examined by using the Monte Carlo simulation method.
[Kesemen, Tuelay; Ocal, Cisem] Karadeniz Tech Univ, Dept Math, Fac Sci, Trabzon, Turkey; [Kucuk, Zafer] Karadeniz Tech Univ, Dept Stat & Comp Sci, Fac Sci, TR-61080 Trabzon, Turkey; [Khaniyev, Tahir] TOBB Univ Econ & Technol, Dept Ind Engn, Ankara, Turkey; [Khaniyev, Tahir] Azerbaijan Natl Acad Sci, Inst Control Syst, Baku, Azerbaijan
URI: https://doi.org/10.1080/03610926.2015.1019148
https://hdl.handle.net/20.500.11851/1572
ISSN: 0361-0926
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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