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

Kesemen, TÜLAY; KÜÇÜK, ZAFER; Khaniyev, Tahir; Öcal, Cisem

doi:10.1080/03610926.2015.1019148

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

Atıf İçin Kopyala

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

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, cilt.46, sa.3, ss.1445-1455, 2017 (SCI-Expanded)

Yayın Türü: Makale / Tam Makale
Cilt numarası: 46 Sayı: 3
Basım Tarihi: 2017
Doi Numarası: 10.1080/03610926.2015.1019148
Dergi Adı: COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
Derginin Tarandığı İndeksler: Science Citation Index Expanded (SCI-EXPANDED), Scopus
Sayfa Sayıları: ss.1445-1455
Karadeniz Teknik Üniversitesi Adresli: Evet

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.