Please use this identifier to cite or link to this item: https://hdl.handle.net/20.500.11851/7701
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dc.contributor.authorAliyev, Rovshan-
dc.contributor.authorKüçük, Zafer-
dc.contributor.authorKhaniyev, Tahir-
dc.date.accessioned2021-09-11T15:59:00Z-
dc.date.available2021-09-11T15:59:00Z-
dc.date.issued2010en_US
dc.identifier.issn0307-904X-
dc.identifier.issn1872-8480-
dc.identifier.urihttps://doi.org/10.1016/j.apm.2010.03.009-
dc.identifier.urihttps://hdl.handle.net/20.500.11851/7701-
dc.description.abstractIn this study, a semi-Markovian random walk with a discrete interference of chance (X(t)) is considered and under some weak assumptions the ergodicity of this process is discussed. The exact formulas for the first four moments of ergodic distribution of the process X(t) are obtained when the random variable which is describing a discrete interference of chance, has a triangular distribution in the interval Is, SI with center (S + s)/2. Based on these results, the asymptotic expansions with three-term are obtained for the first four moments of the ergodic distribution of X(t), as a (S - s)/2 -> infinity. Furthermore, the asymptotic expansions for the variance, skewness and kurtosis of the ergodic distribution of the process X(t) are established. Finally, by using Monte Carlo experiments it is shown that the given approximating formulas provide high accuracy even for small values of parameter a. (c) 2010 Elsevier Inc. All rights reserved.en_US
dc.description.sponsorshipMichigan State Universityen_US
dc.description.sponsorshipWe would like to express our regards to Professor A.V. Skorohod, Michigan State University, for his support and valuable advices. Also we are grateful to the Editor and Reviewers for their helpful comments.en_US
dc.language.isoenen_US
dc.publisherElsevier Science Incen_US
dc.relation.ispartofApplied Mathematical Modellingen_US
dc.rightsinfo:eu-repo/semantics/openAccessen_US
dc.subjectSemi-Markovian random walken_US
dc.subjectA discrete interference of chanceen_US
dc.subjectErgodic distributionen_US
dc.subjectErgodic momentsen_US
dc.subjectAsymptotic expansionen_US
dc.subjectMonte Carlo simulation methoden_US
dc.titleThree-term asymptotic expansions for the moments of the random walk with triangular distributed interference of chanceen_US
dc.typeArticleen_US
dc.departmentFaculties, Faculty of Engineering, Department of Industrial Engineeringen_US
dc.departmentFakülteler, Mühendislik Fakültesi, Endüstri Mühendisliği Bölümütr_TR
dc.identifier.volume34en_US
dc.identifier.issue11en_US
dc.identifier.startpage3599en_US
dc.identifier.endpage3607en_US
dc.identifier.wosWOS:000278842000035en_US
dc.identifier.scopus2-s2.0-77952957558en_US
dc.institutionauthorKhaniyev, Tahir-
dc.identifier.doi10.1016/j.apm.2010.03.009-
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanıen_US
dc.identifier.scopusqualityQ1-
item.openairetypeArticle-
item.fulltextNo Fulltext-
item.openairecristypehttp://purl.org/coar/resource_type/c_18cf-
item.languageiso639-1en-
item.grantfulltextnone-
item.cerifentitytypePublications-
crisitem.author.dept02.4. Department of Industrial Engineering-
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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