Limit theorem for a semi - Markovian stochastic model of type (s,S)

Zulfiye HANALİOGLU; Tahir KHANİYEV

Makale detayları

Limit theorem for a semi - Markovian stochastic model of type (s,S)

Yazarlar:

Zulfiye HANALİOGLU | Tahir KHANİYEV

Yayıncı:

Hacettepe University

Ana Başlıklar:

Analiz

Dergi:

Hacettepe Journal of Mathematics and Statistics 2019 Vol.48 Issue 2, pp.605-615

Belge Tipi:

Makale

Yayın Tarihi:

3/2019

Belge Dili:

İngilizce

Document ID (Org No.):

2000451617

Sıklık:

İki Aylık

eISSN:

2651-477X

pISSN:

2651-477X

Özet:

 

In this study, a semi-Markovian inventory model of type (s,S)(s,S)(s,S) is considered and the model is expressed by means of renewal-reward process (X(t))(X(t))(X(t))  with an asymmetric triangular distributed interference of chance and delay. The ergodicity of the process X(t)X(t)X(t)  is proved and the exact expression for the ergodic distribution is obtained. Then, two-term asymptotic expansion for the ergodic distribution is found for standardized process W(t)≡(2X(t))/(S−s)W(t)≡(2X(t))/(S−s)W(t)\equiv (2X(t)) / (S-s). Finally, using this asymptotic expansion, the weak convergence theorem for the ergodic distribution of the process W(t)W(t)W(t) is proved and the explicit form of the limit distribution is found.

Makale detayları

Limit theorem for a semi - Markovian stochastic model of type (s,S)

Yazarlar: Zulfiye HANALİOGLU | Tahir KHANİYEV

Yayıncı: Hacettepe University

Ana Başlıklar: Analiz

Dergi: Hacettepe Journal of Mathematics and Statistics 2019 Vol.48 Issue 2, pp.605-615

Belge Tipi: Makale

Yayın Tarihi: 3/2019

Belge Dili: İngilizce

Document ID (Org No.): 2000451617

Sıklık: İki Aylık

eISSN: 2651-477X

pISSN: 2651-477X

Sayı

Yazarlar:

Zulfiye HANALİOGLU | Tahir KHANİYEV

Yayıncı:

Hacettepe University

Ana Başlıklar:

Analiz

Dergi:

Hacettepe Journal of Mathematics and Statistics 2019 Vol.48 Issue 2, pp.605-615

Belge Tipi:

Makale

Yayın Tarihi:

3/2019

Belge Dili:

İngilizce

Document ID (Org No.):

2000451617

Sıklık:

İki Aylık

eISSN:

2651-477X

pISSN:

2651-477X