Weak convergence theorem for ergodic distribution of stochastic processes with discrete interference of chance and generalized reflecting barrier

DOI10.1137/S0040585X97T987806MaRDI QIDQ2821771zbMATHOpenAlexFDO

Authors Tahir Khaniyev, B. Gever, R. T. Aliyev

Publication date 23 September 2016

Published in Theory of Probability and its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/s0040585x97t987806

zbMATH Keywords

ergodic distributionreflecting barrierladder variablesresidual waiting timestochastic process with a discrete interference of chance

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Foundations of stochastic processes (60G05)

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Cites work

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• scientific article; zbMATH DE number 3226607 (Why is no real title available?)
• scientific article; zbMATH DE number 3349081 (Why is no real title available?)
• Asymptotic expansions for the moments of the semi-Markovian random walk with gamma distributed interference of chance
• Ergodic Theorems Connected with the Markov Property of Random Processes
• On the semi-Markovian random walk with two reflecting barriers
• Weak convergence theorem for ergodic distribution of stochastic processes with discrete interference of chance and generalized reflecting barrier

Cited in

(9)

• Weak convergence theorem for the ergodic distribution of a random walk with normal distributed interference of chance
• Some results on a stochastic process with a discrete chance interference
• Approximation results for the moments of random walk with normally distributed interference of chance
• Moment-based approximation for variance of semi-Markovian random walk with gamma distributed interference of chance
• Weak convergence theorem for ergodic distribution of stochastic processes with discrete interference of chance and generalized reflecting barrier
• On Asymptotic Expansion for Mathematical Expectation of a Renewal--Reward Process with Dependent Components and Heavy-Tailed Interarrival Times
• Asymptotic expansions for the stationary moments of a modified renewal-reward process with dependent components
• Approximation formulas for the moments of the boundary functional of a Gaussian random walk with positive drift by using Siegmund's formula
• scientific article; zbMATH DE number 5855936 (Why is no real title available?)

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