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

DOI10.1080/10629360500109234zbMATH Open1117.60081OpenAlexW1999379077MaRDI QIDQ5485082FDOQ5485082

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

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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)

Cites Work

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• On some boundary crossing problems for Gaussian random walks
• Asymptotic expansions for the moments of the Gaussian random walk with two barriers
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• Harmonic Renewal Sequences and the First Positive Sum
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• A second-order approximation for the variance of a renewal reward process
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Cited In (14)

• An asymptotic approach for a semi-Markovian inventory model of type \((s, S)\)
• Title not available (Why is that?)
• Estimators of the moments for the inventory model of type \((s,S)\)
• Asymptotic approach for a renewal-reward process with a general interference of chance
• Asymptotic expansions for the moments of a semi-Markovian random walk with exponential distributed interference of chance
• 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?)
• Three-term asymptotic expansions for the moments of the random walk with triangular distributed interference of chance
• Approximation results for the moments of random walk with normally 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
• Three-term asymptotic expansion: a semi-Markovian random walk with a generalized beta distributed interference of chance
• On the weak convergence in the generalized model of type \((s,S)\)
• On the rate of convergence of the asymptotic expansion for the ergodic distribution of a semi-Markov \((s, S)\) inventory model

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