Asymptotic expansions for the moments of a semi-Markovian random walk with exponential distributed interference of chance
From MaRDI portal
Publication:2483456
DOI10.1016/j.spl.2007.09.045zbMath1489.60073MaRDI QIDQ2483456
Publication date: 28 April 2008
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2007.09.045
asymptotic expansion; random walk; ergodic distribution; discrete interference of chance; ladder variable; first jump
60G50: Sums of independent random variables; random walks
60K15: Markov renewal processes, semi-Markov processes
Related Items
Asymptotic Expansions for the Moments of the Semi-Markovian Random Walk with Gamma Distributed Interference of Chance, Three-term asymptotic expansions for the moments of the random walk with triangular distributed interference of chance
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- On some boundary crossing problems for Gaussian random walks
- Some relations between harmonic renewal measures and certain first passage times
- A second-order approximation for the variance of a renewal reward process
- Asymptotic expansions for the moments of the Gaussian random walk with two barriers
- Asymptotic expansions for the moments of a randomly stopped average
- On the semi-Markovian random walk with two reflecting barriers
- On the stationary characteristics of the extended model of type (s,S) with Gaussian distribution of summands