Please use this identifier to cite or link to this item: https://hdl.handle.net/20.500.11851/1579
Title: Weak convergence theorem for the ergodic distribution of a random walk with normal distributed interference of chance
Authors: Hanalioğlu, Zülfiye
Khaniyev, Tahir
Agakishiyev, I.
17222
Keywords: Random walk
discrete interference of chance
normal distribution
ergodic distribution
weak convergence
Issue Date: 2015
Publisher: Turkic World Mathematical Soc
Source: Hanalioglu, Z., & Agakishiyev, T. K. I. (2015). Weak convergence theorem for the ergodic distribution of a random walk with normal distributed interference of chance. TWMS Journal of Applied and Engineering Mathematics, 5(1), 61.
Abstract: In this study, a semi-Markovian random walk process (X (t)) with a discrete interference of chance is investigated. Here, it is assumed that the zeta(n), n = 1; 2; 3, ..., which describe the discrete interference of chance are independent and identically distributed random variables having restricted normal distribution with parameters (a; sigma(2)). Under this assumption, the ergodicity of the process X (t) is proved. Moreover, the exact forms of the ergodic distribution and characteristic function are obtained. Then, weak convergence theorem for the ergodic distribution of the process W-a (t) = X (t) = a is proved under additional condition that sigma/a -> 0 when a -> infinity.
[Hanalioglu, Z.] Karabuk Univ, Dept Actuery & Risk Managment, TR-78050 Karabuk, Turkey; [Khaniyev, T.] TOBB Univ Econ & Technol, Dept Ind Engn, TR-06560 Ankara, Turkey; [Agakishiyev, I.] Azerbaijan Natl Acad Sci, Inst Cybernet, AZ-1141 Baku, Azerbaijan
URI: https://search.trdizin.gov.tr/yayin/detay/192511
https://hdl.handle.net/20.500.11851/1579
ISSN: 2146-1147
Appears in Collections:Endüstri Mühendisliği Bölümü / Department of Industrial Engineering
TR Dizin İndeksli Yayınlar / TR Dizin Indexed Publications Collection
WoS İndeksli Yayınlar Koleksiyonu / WoS Indexed Publications Collection

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