ASYMPTOTIC EXPANSIONS FOR THE ERGODIC MOMENTS OF A SEMI-MARKOVIAN RANDOM WALK WITH A GENERALIZED DELAYING BARRIER

Tahir KHANİYEV; Ali Akbar Fattahpour MARANDİ; Ihsan UNVER

Makale detayları

ASYMPTOTIC EXPANSIONS FOR THE ERGODIC MOMENTS OF A SEMI-MARKOVIAN RANDOM WALK WITH A GENERALIZED DELAYING BARRIER

Yazarlar:

Tahir KHANİYEV | Ali Akbar Fattahpour MARANDİ | Ihsan UNVER

Yayıncı:

Turkic World Mathematical Society

Dergi:

TWMS Journal of Applied and Engineering Mathematics 2012 Vol.2 Issue 2, pp.228-237

Belge Tipi:

Makale

Yayın Tarihi:

11/2012

Belge Dili:

İngilizce

Document ID (Org No.):

2000746312

Sıklık:

Aylık

eISSN:

2587-1013

pISSN:

2146-1147

Özet:

 

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.

Makale detayları

ASYMPTOTIC EXPANSIONS FOR THE ERGODIC MOMENTS OF A SEMI-MARKOVIAN RANDOM WALK WITH A GENERALIZED DELAYING BARRIER

Yazarlar: Tahir KHANİYEV | Ali Akbar Fattahpour MARANDİ | Ihsan UNVER

Yayıncı: Turkic World Mathematical Society

Dergi: TWMS Journal of Applied and Engineering Mathematics 2012 Vol.2 Issue 2, pp.228-237

Belge Tipi: Makale

Yayın Tarihi: 11/2012

Belge Dili: İngilizce

Document ID (Org No.): 2000746312

Sıklık: Aylık

eISSN: 2587-1013

pISSN: 2146-1147

Sayı

Yazarlar:

Tahir KHANİYEV | Ali Akbar Fattahpour MARANDİ | Ihsan UNVER

Yayıncı:

Turkic World Mathematical Society

Dergi:

TWMS Journal of Applied and Engineering Mathematics 2012 Vol.2 Issue 2, pp.228-237

Belge Tipi:

Makale

Yayın Tarihi:

11/2012

Belge Dili:

İngilizce

Document ID (Org No.):

2000746312

Sıklık:

Aylık

eISSN:

2587-1013

pISSN:

2146-1147