Weak convergence theorem for ergodic distribution of stochastic processes with discrete interference of chance and generalized reflecting barrier
DOI10.1137/S0040585X97T987806zbMATH Open1375.60084OpenAlexW2519292760MaRDI QIDQ2821771FDOQ2821771
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
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Cites Work
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- On the semi-Markovian random walk with two reflecting barriers
- 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
- Weak convergence theorem for ergodic distribution of stochastic processes with discrete interference of chance and generalized reflecting barrier
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- Asymptotic expansions for the stationary moments of a modified renewal-reward process with dependent components
- On Asymptotic Expansion for Mathematical Expectation of a Renewal--Reward Process with Dependent Components and Heavy-Tailed Interarrival Times
- Weak convergence theorem for ergodic distribution of stochastic processes with discrete interference of chance and generalized reflecting barrier
- Approximation formulas for the moments of the boundary functional of a Gaussian random walk with positive drift by using Siegmund's formula
- Title not available (Why is that?)
- 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 the ergodic distribution of a random walk with normal distributed interference of chance
- Some results on a stochastic process with a discrete chance interference
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