Approximate formulas for renewal-reward process with dependent components and normally distributed interference of chance

Poladova, Aynura; Tekin, Salih; Khaniyev, Tahir

doi:10.1016/j.spl.2025.110439

Approximate formulas for renewal-reward process with dependent components and normally distributed interference of chance

Poladova A., Tekin S., Khaniyev T.

STATISTICS & PROBABILITY LETTERS, vol.224, 2025 (SCI-Expanded, Scopus)

Publication Type: Article / Article
Volume: 224
Publication Date: 2025
Doi Number: 10.1016/j.spl.2025.110439
Journal Name: STATISTICS & PROBABILITY LETTERS
Journal Indexes: Science Citation Index Expanded (SCI-EXPANDED), Scopus, Academic Search Premier, MathSciNet, zbMATH, DIALNET
Keywords: Renewal-reward process, Dependent components, Approximate formula, Normally distributed interference of chance
Open Archive Collection: Article
Azerbaijan State University of Economics (UNEC) Affiliated: No

Abstract

In this study a modification of renewal-reward process with dependent components and normally distributed interference of chance are investigated. The approximate formulas for the ergodic distribution of the process and its moments are proposed.