Limit theorem for a semi - Markovian stochastic model of type (s,S)
Küçük Resim Yok
Tarih
2019
Yazarlar
Dergi Başlığı
Dergi ISSN
Cilt Başlığı
Yayıncı
Hacettepe Univ, Fac Sci
Erişim Hakkı
info:eu-repo/semantics/openAccess
Özet
In this study, a semi-Markovian inventory model of type (s,S) is considered and the model is expressed by means of renewal-reward process (X(t)) with an asymmetric triangular distributed interference of chance and delay. The ergodicity of the process X(t) is proved and the exact expression for the ergodic distribution is obtained. Then, two-term asymptotic expansion for the ergodic distribution is found for standardized process W(t) equivalent to (2X(t))/(S - s). Finally, using this asymptotic expansion, the weak convergence theorem for the ergodic distribution of the process W(t) is proved and the explicit form of the limit distribution is found.
Açıklama
Anahtar Kelimeler
Inventory model of type (s,S), Renewal-reward process, Weak convergence, Asymmetric triangular distribution, Asymptotic expansion
Kaynak
Hacettepe Journal of Mathematics and Statistics
WoS Q Değeri
Q3
Scopus Q Değeri
Q3
Cilt
48
Sayı
2
