Three-term asymptotic expansion: A semi-Markovian random walk with a generalized beta distributed interference of chance


Kesemen T. , KÜÇÜK Z. , Khaniyev T., Öcal C.

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, cilt.46, ss.1445-1455, 2017 (SCI İndekslerine Giren Dergi) identifier identifier

  • Cilt numarası: 46 Konu: 3
  • Basım Tarihi: 2017
  • Doi Numarası: 10.1080/03610926.2015.1019148
  • Dergi Adı: COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
  • Sayfa Sayıları: ss.1445-1455

Özet

A semi-Markovian random walk process (X(t)) with a generalized beta distribution of chance is considered. The asymptotic expansions for the first four moments of the ergodic distribution of the process are obtained as E((n)) when the random variable (n) has a generalized beta distribution with parameters (s, S, , ); , > 1,0 s < S < . Finally, the accuracy of the asymptotic expansions is examined by using the Monte Carlo simulation method.