Pages that link to "Item:Q5485082"

The following pages link to On the stationary characteristics of the extended model of type (s,S) with Gaussian distribution of summands (Q5485082):

Displaying 12 items.

• On the rate of convergence of the asymptotic expansion for the ergodic distribution of a semi-Markov \((s, S)\) inventory model (Q380669) (← links)
• Three-term asymptotic expansions for the moments of the random walk with triangular distributed interference of chance (Q611617) (← links)
• Estimators of the moments for the inventory model of type \((s,S)\) (Q724957) (← links)
• Asymptotic expansions for the moments of a semi-Markovian random walk with exponential distributed interference of chance (Q2483456) (← links)
• On the Moments of a Semi-Markovian Random Walk with Gaussian Distribution of Summands (Q2815343) (← links)
• Asymptotic approach for a renewal-reward process with a general interference of chance (Q2816873) (← links)
• Three-term asymptotic expansion: A semi-Markovian random walk with a generalized beta distributed interference of chance (Q2979616) (← links)
• Approximation formulas for the moments of the boundary functional of a Gaussian random walk with positive drift by using Siegmund's formula (Q5087544) (← links)
• (Q5156868) (← links)
• Asymptotic Expansions for the Moments of the Semi-Markovian Random Walk with Gamma Distributed Interference of Chance (Q5190589) (← links)
• Approximation results for the moments of random walk with normally distributed interference of chance (Q5882017) (← links)
• An asymptotic approach for a semi-Markovian inventory model of type \((s, S)\) (Q6570848) (← links)