Please use this identifier to cite or link to this item: https://hdl.handle.net/20.500.11851/6981
Title: Limit distribution for a semi-Markovian random walk with Weibull distributed interference of chance
Authors: Kesemen, Tülay
Aliyev, Rovshan
Khaniyev, Tahir
Keywords: semi-Markovian random walk
discrete interference of chance
ergodic distribution
weak convergence
asymptotic expansion
ladder variables
Issue Date: 2013
Publisher: Springer International Publishing Ag
Abstract: In this paper, a semi-Markovian random walk with a discrete interference of chance (X(t)) is considered. In this study, it is assumed that the sequence of random variables {zeta(n)}, n = 1,2, ... , which describes the discrete interference of chance, forms an ergodic Markov chain with the Weibull stationary distribution. Under this assumption, the ergodic theorem for the process X(t) is discussed. Then the weak convergence theorem is proved for the ergodic distribution of the process X(t) and the limit form of the ergodic distribution is derived.
URI: https://doi.org/10.1186/1029-242X-2013-134
https://hdl.handle.net/20.500.11851/6981
ISSN: 1029-242X
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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