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Öğe A NOVEL STOCHASTIC APPROACH TO BUFFER STOCK PROBLEM(Isik University, 2024) HANALIOGLU, Z.; POLADOVA, A.; GEVER, B.; KHANIYEV, T.In this paper, the stochastic uctuation of buffer stock level at time t is investigated. Therefore, random walk processes X(t) and Y (t) with two specific barriers have been defined to describe the stochastic uctuation of the product level. Here X(t) = Y (t) - a and the parameter a specifies half capacity of the buffer stock warehouse. Next, the one-dimensional distribution of the process X(t) has calculated. Moreover, the ergodicity of the process X(t) has been proven and the exact formula for the characteristic function has been found. Then, the weak convergence theorem has been proven for the standardized process W(t) = X(t)/a, as a ?? Additionally, exact and asymptotic expressions for the ergodic moments of the processes X(t) and Y (t) are obtained. © (2024) Isik University, Department of Mathematics, All Rights Reserved.
