Three-term asymptotic expansion: A semi-Markovian random walk with a generalized beta distributed interference of chance

YAZIR T., KÜÇÜK Z., Xanıyev T., Öçal Ç.

Communications in Statistics - Theory and Methods, vol.46, no.3, pp.1445-1455, 2017 (SCI-Expanded, Scopus) identifier

  • Nəşrin Növü: Article / Article
  • Cild: 46 Say: 3
  • Nəşr tarixi: 2017
  • Doi nömrəsi: 10.1080/03610926.2015.1019148
  • jurnalın adı: Communications in Statistics - Theory and Methods
  • Jurnalın baxıldığı indekslər: Science Citation Index Expanded (SCI-EXPANDED), Scopus
  • Səhifə sayı: pp.1445-1455
  • Açar sözlər: Asymptotic expansions, discrete interference of chance, generalized beta distribution, semi-Markovian random walk process
  • Açıq Arxiv Kolleksiyası: Məqalə
  • Adres: Bəli

Qısa məlumat

A semi-Markovian random walk process (X(t)) with a generalized beta distribution of chance is considered. The asymptotic expansions for the first four moments of the ergodic distribution of the process are obtained as E(ζn) → ∞ when the random variable ζn has a generalized beta distribution with parameters (s, S, α, β); α, β > 1, 0 ⩽ s < S < ∞. Finally, the accuracy of the asymptotic expansions is examined by using the Monte Carlo simulation method.