Limit distribution for a semi-Markovian random walk withWeibull distributed interference of chance

YAZIR T., Aliyev R., Xanıyev T.

Journal of Inequalities and Applications, vol.2013, 2013 (SCI-Expanded, Scopus) identifier

  • Nəşrin Növü: Article / Article
  • Cild: 2013
  • Nəşr tarixi: 2013
  • Doi nömrəsi: 10.1186/1029-242x-2013-134
  • jurnalın adı: Journal of Inequalities and Applications
  • Jurnalın baxıldığı indekslər: Science Citation Index Expanded (SCI-EXPANDED), Scopus
  • Açar sözlər: Asymptotic expansion, Discrete interference of chance, Ergodic distribution; weak convergence, Ladder variables, Semi-Markovian random walk
  • Açıq Arxiv Kolleksiyası: Məqalə
  • Adres: Bəli

Qısa məlumat

In this paper, a semi-Markovian random walk with a discrete interference of chance (X(t)) is considered. In this study, it is assumed that the sequence of random variables {?n}, n = 1,2, . . . , which describes the discrete interference of chance, forms an ergodic Markov chain with the Weibull stationary distribution. Under this assumption, the ergodic theorem for the process X(t) is discussed. Then the weak convergence theorem is proved for the ergodic distribution of the process X(t) and the limit form of the ergodic distribution is derived. © 2013 Kesemen et al.