Please use this identifier to cite or link to this item: https://hdl.handle.net/20.500.11851/7700
Title: Three-term Asymptotic Expansion for the Moments of the Ergodic Distribution of a Renewal-reward Process with Gamma Distributed Interference of Chancea
Authors: Bekar, Nurgül Okur
Aliyev, Rovshan
Khaniyev, Tahir
Keywords: Control theory
Probability theory
Stochastic processes
Issue Date: 2012
Publisher: Amer Inst Physics
Source: 1st International Conference on Analysis and Applied Mathematics (ICAAM) -- OCT 18-21, 2012 -- Gumushane, TURKEY
Series/Report no.: AIP Conference Proceedings
Abstract: In this study, a renewal-reward process with a discrete interference of chance ( X(t)) is investigated. We assume that (X-lambda ( t))(t >= 0) is a renewal-reward process with a gamma distributed interference of chance with parameters (alpha, lambda), alpha > 0, lambda > 0. Under the assumption that the process is ergodic, the paper provides for each alpha > 1 the asymptotic expansions for the moments, the skewness (gamma(3)) and kurtosis (gamma(4)) of the process X-lambda, as lambda -> 0.
URI: https://doi.org/10.1063/1.4747676
https://hdl.handle.net/20.500.11851/7700
ISBN: 978-0-7354-1077-0
ISSN: 0094-243X
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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