On the Moments of a Semi-Markovian Random Walk with Gaussian Distribution of Summands

DOI10.1080/03610926.2012.655877zbMath1398.60067OpenAlexW2010785304MaRDI QIDQ2815343

Rovshan Aliyev, Tahir Khaniyev

Publication date: 28 June 2016

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2012.655877

zbMATH Keywords

momentsasymptotic expansionRiemann zeta-functionGaussian distributionsemi-Markovian random walkergodic distributiondiscrete interference of chance

Mathematics Subject Classification ID

Gaussian processes (60G15) Sums of independent random variables; random walks (60G50) Markov renewal processes, semi-Markov processes (60K15)

Related Items (5)

Approximation results for the moments of random walk with normally distributed interference of chance ⋮ Some Hermite–Hadamard type integral inequalities for multidimensional general preinvex stochastic processes ⋮ On the asymptotic behaviour of the covariance function of the rewards of a multivariate renewal-reward process ⋮ On the first passage time of the parabolic boundary by the Markov random walk ⋮ Asymptotic approach for a renewal-reward process with a general interference of chance

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