On the stationary characteristics of the extended model of type (s,S) with Gaussian distribution of summands

DOI10.1080/10629360500109234MaRDI QIDQ5485082zbMATH OpenOpenAlexFDO

Authors Tahir Khaniyev, Zulfiyya Mammadova

Publication date 28 August 2006

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10629360500109234

zbMATH Keywords

asymptotic expansionsMonte Carlo experimentsGaussian random walkboundary functionalapproximations formulasergodic ditributionModel of type \((s,S)\)

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Sums of independent random variables; random walks (60G50) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20)

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Cites work

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• A second-order approximation for the variance of a renewal reward process
• Asymptotic expansions for the moments of the Gaussian random walk with two barriers
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• On some boundary crossing problems for Gaussian random walks
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Cited in

(14)

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• An asymptotic approach for a semi-Markovian inventory model of type \((s, S)\)
• Asymptotic expansions for the moments of a semi-Markovian random walk with exponential distributed interference of chance
• On the rate of convergence of the asymptotic expansion for the ergodic distribution of a semi-Markov \((s, S)\) inventory model
• Approximation formulas for the moments of the boundary functional of a Gaussian random walk with positive drift by using Siegmund's formula
• Estimators of the moments for the inventory model of type \((s,S)\)
• Three-term asymptotic expansion: a semi-Markovian random walk with a generalized beta distributed interference of chance
• On the moments of a semi-Markovian random walk with Gaussian distribution of summands
• Asymptotic expansions for the moments of the semi-Markovian random walk with gamma distributed interference of chance
• scientific article; zbMATH DE number 7408881 (Why is no real title available?)
• On the weak convergence in the generalized model of type \((s,S)\)

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