Asymptotic approach for a renewal-reward process with a general interference of chance

Aliyev R., Ardic O., Khaniyev T.

Communications in Statistics - Theory and Methods, vol.45, no.14, pp.4237-4248, 2016 (SCI-Expanded) identifier

  • Nəşrin Növü: Article / Article
  • Cild: 45 Say: 14
  • Nəşr tarixi: 2016
  • Doi nömrəsi: 10.1080/03610926.2014.917679
  • jurnalın adı: Communications in Statistics - Theory and Methods
  • Jurnalın baxıldığı indekslər: Science Citation Index Expanded (SCI-EXPANDED), Scopus
  • Səhifə sayı: pp.4237-4248
  • Açar sözlər: Asymptotic expansion, Discrete interference of chance, Ergodic distribution, Moments, Renewal-reward process
  • Açıq Arxiv Kolleksiyası: Məqalə
  • Adres: Yox

Qısa məlumat

In this study, a renewal-reward process with a discrete interference of chance is constructed and considered. Under weak conditions, the ergodicity of the process X(t) is proved and exact formulas for the ergodic distribution and its moments are found. Within some assumptions for the discrete interference of chance in general form, two-term asymptotic expansions for all moments of the ergodic distribution are obtained. Additionally, kurtosis coefficient, skewness coefficient, and coefficient of variation of the ergodic distribution are computed. As a special case, a semi-Markovian inventory model of type (s, S) is investigated.