Please use this identifier to cite or link to this item: https://hdl.handle.net/20.500.11851/1576
Title: Asymptotic approach for a renewal-reward process with a general interference of chance
Authors: Aliyev, Rovshan
Ardic, Özlem
Khaniyev, Tahir
17222
Keywords: Asymptotic expansion
Discrete interference of chance
Ergodic distribution
Moments
Renewal-reward process
Primary 60K15
Secondary 60K05
60K30
Issue Date: 2016
Publisher: Taylor & Francis Inc
Source: Aliyev, R., Ardic, O., & Khaniyev, T. (2016). Asymptotic approach for a renewal-reward process with a general interference of chance. Communications in Statistics-Theory and Methods, 45(14), 4237-4248.
Abstract: In this study, a renewal-reward process with a discrete interference of chance is constructed and considered. Under weak conditions, the ergodicity of the process X(t) is proved and exact formulas for the ergodic distribution and its moments are found. Within some assumptions for the discrete interference of chance in general form, two-term asymptotic expansions for all moments of the ergodic distribution are obtained. Additionally, kurtosis coefficient, skewness coefficient, and coefficient of variation of the ergodic distribution are computed. As a special case, a semi-Markovian inventory model of type (s, S) is investigated.
[Aliyev, Rovshan] Baku State Univ, Dept Probabil Theory & Math Stat, Baku, AZ, Azerbaijan; [Ardic, Ozlem; Khaniyev, Tahir] TOBB Univ Econ & Technol, Dept Ind Engn, TR-06560 Ankara, Turkey; [Aliyev, Rovshan; Khaniyev, Tahir] Azerbaijan Natl Acad Sci, Inst Cybernet, Baku, AZ, Azerbaijan
URI: https://doi.org/10.1080/03610926.2014.917679
https://hdl.handle.net/20.500.11851/1576
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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