ASYMPTOTIC EXPANSIONS FOR THE MOMENTS OF THE RENEWAL-REWARD PROCESS WITH A NORMAL DISTRIBUTED INTERFERENCE OF CHANCE
Küçük Resim Yok
Tarih
2018
Dergi Başlığı
Dergi ISSN
Cilt Başlığı
Yayıncı
Institute of Applied Mathematics of Baku State University
Erişim Hakkı
info:eu-repo/semantics/closedAccess
Özet
In this study, a renewal-reward process with a normal distributed interference of chance is mathematically constructed. The ergodicity of this process is discussed. The exact formulas for the nth order moments of the ergodic distribution of the process are obtained, when the interference of chance has a truncated normal distribution with parameters (a, ?2). Using these results, we derive the asymptotic expansions with three terms for the nth order moments of the ergodic distribution, when a ? ?. Finally, the accuracy of the approximation formulas for the nth order moments of the ergodic distribution are tested by the Monte Carlo simulation method. © 2018, Institute of Applied Mathematics of Baku State University. All rights reserved.
Açıklama
Anahtar Kelimeler
Asymptotic Expansion, Discrete Interference of Chance, Ergodic Moments, Monte Carlo Simulation Method, Renewal-Reward Process
Kaynak
Applied and Computational Mathematics
WoS Q Değeri
Scopus Q Değeri
Q1
Cilt
17
Sayı
2
