Please use this identifier to cite or link to this item: https://hdl.handle.net/20.500.11851/6320
Title: Asymptotic expansions for the moments of a semi-Markovian random walk with exponential distributed interference of chance
Authors: Khaniyev, Tahir
Kesemen, T.
Aliyev, R. T.
Kokangül, A.
Keywords: random walk
first jump
ergodic distribution
asymptotic expansion
ladder variable
discrete interference of chance
Issue Date: 2008
Publisher: Elsevier Science Bv
Abstract: In this paper, a semi-Markovian random walk process (X(t)) with a discrete interference of chance is constructed and the ergodicity of this process is discussed. Some exact formulas for the first- and second-order moments of the ergodic distribution of the process X(t) are obtained, when the random variable zeta(1) has an exponential distribution with the parameter lambda > 0. Here zeta(1) expresses the quantity of a discrete interference of chance. Based on these results, the third-order asymptotic expansions for mathematical expectation and variance of the ergodic distribution of the process X(t) are derived, when lambda -> 0. (c) 2007 Elsevier B.V. All rights reserved.
URI: https://doi.org/10.1016/j.spl.2007.09.045
https://hdl.handle.net/20.500.11851/6320
ISSN: 0167-7152
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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