Three-term asymptotic expansion for the moments of the ergodic distribution of a renewal-reward process with gamma distributed interference of chance

Bekar N. O., Aliyev R., Xanıyev T.

1st International Conference on Analysis and Applied Mathematics, ICAAM 2012, Gümüşhane, Turkey, 18 - 21 October 2012, vol.1470, pp.207-210, (Full Text) identifier

  • Nəşrin Növü: Conference Paper / Full Text
  • Cild: 1470
  • Doi nömrəsi: 10.1063/1.4747676
  • Çap olunduğu şəhər: Gümüşhane
  • Ölkə: Turkey
  • Səhifə sayı: pp.207-210
  • Açar sözlər: Control theory, Probability theory, Stochastic processes
  • Açıq Arxiv Kolleksiyası: Konfrans Materialı
  • Adres: Bəli

Qısa məlumat

In this study, a renewal-reward process with a discrete interference of chance (X(t)) is investigated. We assume that (Xλ (t)) t≥0 is a renewal-reward process with a gamma distributed interference of chance with parameters (α, λ), α > 0, λ > 0. Under the assumption that the process is ergodic, the paper provides for each α > 1 the asymptotic expansions for the moments, the skewness (γ3) and kurtosis (γ4) of the process Xλ, as λ → 0. © 2012 American Institute of Physics.