Please use this identifier to cite or link to this item: https://hdl.handle.net/20.500.11851/9827
Title: ASYMPTOTIC EXPANSIONS FOR THE ERGODIC MOMENTS OF A SEMI-MARKOVIAN RANDOM WALK WITH A GENERALIZED DELAYING BARRIER
Authors: Marandi, A. A. F.
Khaniyev, T.
Unver, I.
Keywords: Semi - Markovian random walk
delaying barrier
ergodic distribution
ergodic moments
asymptotic expansion
ladder height
Issue Date: 2012
Publisher: Turkic World Mathematical Soc
Abstract: In this study, a semi-Markovian random walk process (X(t)) with a generalized delaying barrier is considered and the ergodic theorem for this process is proved under some weak conditions. Then, the exact expressions and asymptotic expansions for the first four ergodic moments of the process X (t) are obtained.
URI: https://hdl.handle.net/20.500.11851/9827
ISSN: 2146-1147
Appears in Collections:WoS İndeksli Yayınlar Koleksiyonu / WoS Indexed Publications Collection

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