Asymptotic expansions for the moments of a semi-Markovian random walk with exponential distributed interference of chance

DOI10.1016/j.spl.2007.09.045zbMath1489.60073MaRDI QIDQ2483456

Yanyan Li

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

zbMATH Keywords

asymptotic expansion; random walk; ergodic distribution; discrete interference of chance; ladder variable; first jump

Mathematics Subject Classification ID

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

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