Please use this identifier to cite or link to this item: https://hdl.handle.net/20.500.11851/1573
Title: Weak convergence theorem for ergodic distribution of stochastic processes with discrete interference of chance and generalized reflecting barrier
Authors: Aliyev, R. T.
Khaniyev, Tahir
Gever, B.
17222
Keywords: stochastic process with a discrete interference of chance
reflecting barrier
ergodic distribution
ladder variables
residual waiting time
Issue Date: 2016
Publisher: Siam Publications
Source: Aliyev, R., Khaniyev, T., & Gever, B. (2016). Weak convergence theorem for ergodic distribution of stochastic processes with discrete interference of chance and generalized reflecting barrier. Theory of Probability & Its Applications, 60(3), 502-513.
Abstract: In this paper, a stochastic process with discrete interference of chance and generalized reflecting barrier (X (t)) is constructed and the ergodicity of this process is proved. Using basic identity for random walk processes, a characteristic function of the ergodic distribution is written with the help of characteristics of the boundary functional S-N1(x). Moreover, a weak convergence theorem for the ergodic distribution of the standardized process Y-lambda(t) = X(t)/lambda is proved, as lambda -> infinity and the limit form of the ergodic distribution is found.
[Aliyev, R.] Baku State Univ, Dept Probabil Theory & Math Stat, Baku, Azerbaijan; [Aliyev, R.; Khaniyev, T.] Azerbaijan Natl Acad Sci, Inst Cybernet, Baku, Azerbaijan; [Khaniyev, T.; Gever, B.] TOBB Univ Econ & Technol, Dept Ind Engn, Ankara, Turkey
URI: https://doi.org/10.1137/S0040585X97T987806
https://hdl.handle.net/20.500.11851/1573
ISSN: 0040-585X
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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