Limit distribution for a semi-Markovian random walk with Weibull distributed interference of chance

DOI10.1186/1029-242X-2013-134MaRDI QIDQ2636671zbMATH OpenWikidataFDO

Authors Rovshan Aliyev, Tahir Khaniyev, Tulay Kesemen

Publication date 31 January 2014

Published in Journal of Inequalities and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1186/1029-242X-2013-134

zbMATH Keywords

asymptotic expansiondiscrete interference of chanceergodic distributionladder variablessemi-Markovian random walkweak convergence

Mathematics Subject Classification ID

Limit theorems in probability theory (60F99) Sums of independent random variables; random walks (60G50) Markov renewal processes, semi-Markov processes (60K15)

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Cites work

• Asymptotic expansions for the moments of a semi-Markovian random walk with exponential distributed interference of chance
• Some relations between harmonic renewal measures and certain first passage times
• Three-term asymptotic expansions for the moments of the random walk with triangular distributed interference of chance

Cited in

(5)

• Inventory model of type \((s,S)\) under heavy tailed demand with infinite variance
• Weak convergence theorem for ergodic distribution of stochastic processes with discrete interference of chance and generalized reflecting barrier
• Weak convergence theorem for the ergodic distribution of a random walk with normal distributed interference of chance
• On the semi-Markovian random walk with delay and Weibull distributed interference of chance
• Limit distribution for processes with semi-Markov interference of chance

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