On the limiting behavior of the characteristic function of the ergodic distribution of the semi-Markov walk with two boundaries

DOI10.1134/S0001434617090164MaRDI QIDQ679864zbMATH OpenOpenAlexFDO

Authors Juan-Miguel Gracia

Publication date 22 January 2018

Published in Mathematical Notes (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1134/s0001434617090164

zbMATH Keywords

characteristic function of the ergodic distribution of the semi-Markov walksemi-Markov walk

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Markov renewal processes, semi-Markov processes (60K15)

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• Ergodic Theorems Connected with the Markov Property of Random Processes
• On Lerch's transcendent and the Gaussian random walk
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(6)

• 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
• Two-boundary problems for semi-Markov walk with a linear drift
• scientific article; zbMATH DE number 4015887 (Why is no real title available?)
• 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

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