Three-term Asymptotic Expansion for the Moments of the Ergodic Distribution of a Renewal-reward Process with Gamma Distributed Interference of Chancea

Bekar N. O., Aliyev R., Khaniyev T.

1st International Conference on Analysis and Applied Mathematics (ICAAM), Gümüşhane, Türkiye, 18 - 21 Ekim 2012, cilt.1470, ss.207-210 identifier identifier

  • Yayın Türü: Bildiri / Tam Metin Bildiri
  • Cilt numarası: 1470
  • Doi Numarası: 10.1063/1.4747676
  • Basıldığı Şehir: Gümüşhane
  • Basıldığı Ülke: Türkiye
  • Sayfa Sayıları: ss.207-210
  • Karadeniz Teknik Üniversitesi Adresli: Evet

Özet

In this study, a renewal-reward process with a discrete interference of chance ( X(t)) is investigated. We assume that (X-lambda ( t))(t >= 0) is a renewal-reward process with a gamma distributed interference of chance with parameters (alpha, lambda), alpha > 0, lambda > 0. Under the assumption that the process is ergodic, the paper provides for each alpha > 1 the asymptotic expansions for the moments, the skewness (gamma(3)) and kurtosis (gamma(4)) of the process X-lambda, as lambda -> 0.