Please use this identifier to cite or link to this item: https://hdl.handle.net/20.500.11851/2975
Title: Limit theorem for a semi - Markovian stochastic model of type (s,S)
Authors: Hanalioğlu, Zülfiye
Khaniyev, Tahir
17222
Keywords: Inventory model of type (s,S)
renewal-reward process
weak convergence
asymmetric triangular distribution
asymptotic expansion
Issue Date: 2019
Publisher: Hacettepe University
Source: Hanalioglu, Z., & Khaniyev, T. (2019). Limit theorem for a semi-Markovian stochastic model of type (s, S). Hacettepe Journal of Mathematics and Statistics, 48(2), 605-615.
Abstract: In this study, a semi-Markovian inventory model of type (s,S) is considered and the model is expressed by means of renewal-reward process (X(t)) with an asymmetric triangular distributed interference of chance and delay. The ergodicity of the process X(t) is proved and the exact expression for the ergodic distribution is obtained. Then, two-term asymptotic expansion for the ergodic distribution is found for standardized process W(t) equivalent to (2X(t))/(S - s). Finally, using this asymptotic expansion, the weak convergence theorem for the ergodic distribution of the process W(t) is proved and the explicit form of the limit distribution is found.
URI: https://search.trdizin.gov.tr/yayin/detay/296627
https://hdl.handle.net/20.500.11851/2975
https://dergipark.org.tr/tr/login
https://doi.org/10.15672/HJMS.2018.622
ISSN: 1303-5010
Appears in Collections:Endüstri Mühendisliği Bölümü / Department of Industrial Engineering
Scopus İndeksli Yayınlar Koleksiyonu / Scopus Indexed Publications Collection
TR Dizin İndeksli Yayınlar / TR Dizin Indexed Publications Collection
WoS İndeksli Yayınlar Koleksiyonu / WoS Indexed Publications Collection

Show full item record

CORE Recommender

SCOPUSTM   
Citations

1
checked on Sep 23, 2022

WEB OF SCIENCETM
Citations

2
checked on Sep 24, 2022

Page view(s)

26
checked on Dec 26, 2022

Google ScholarTM

Check

Altmetric


Items in GCRIS Repository are protected by copyright, with all rights reserved, unless otherwise indicated.