Asymptotic Expansions for the Moments of the Semi-Markovian Random Walk with Gamma Distributed Interference of Chance

DOI10.1080/03610920802662150zbMath1186.60091MaRDI QIDQ5190589

Tulay Kesemen, Rovshan Aliyev, Tahir Khaniyev

Publication date: 18 March 2010

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

Full work available at URL: https://doi.org/10.1080/03610920802662150

zbMATH Keywords

moments; asymptotic expansions; gamma distribution; semi-Markovian random walk; ergodic distribution; ladder variables; boundary functional; discrete interference of chance

Mathematics Subject Classification ID

60G50: Sums of independent random variables; random walks

60K15: Markov renewal processes, semi-Markov processes

60F99: Limit theorems in probability theory

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Unnamed Item, Inventory model of type \((s,S)\) under heavy tailed demand with infinite variance, On the Moments of a Semi-Markovian Random Walk with Gaussian Distribution of Summands, Asymptotic approach for a renewal-reward process with a general interference of chance, Weak Convergence Theorem for Ergodic Distribution of Stochastic Processes with Discrete Interference of Chance and Generalized Reflecting Barrier, Three-term asymptotic expansion: A semi-Markovian random walk with a generalized beta distributed interference of chance

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