ASYMPTOTIC EXPANSIONS FOR THE MOMENTS OF THE RENEWAL-REWARD PROCESS WITH A NORMAL DISTRIBUTED INTERFERENCE OF CHANCE

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dc.contributor.authorHanalioglu, Z.
dc.contributor.authorFescioglu, Unver, N.
dc.contributor.authorKhaniyev, T.
dc.date.accessioned2024-09-29T16:22:35Z
dc.date.available2024-09-29T16:22:35Z
dc.date.issued2018
dc.departmentKarabük Üniversitesien_US
dc.description.abstractIn 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.en_US
dc.identifier.endpage150en_US
dc.identifier.issn1683-3511
dc.identifier.issue2en_US
dc.identifier.scopus2-s2.0-85074811806en_US
dc.identifier.scopusqualityQ1en_US
dc.identifier.startpage141en_US
dc.identifier.urihttps://hdl.handle.net/20.500.14619/10166
dc.identifier.volume17en_US
dc.indekslendigikaynakScopusen_US
dc.language.isoenen_US
dc.publisherInstitute of Applied Mathematics of Baku State Universityen_US
dc.relation.ispartofApplied and Computational Mathematicsen_US
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanıen_US
dc.rightsinfo:eu-repo/semantics/closedAccessen_US
dc.subjectAsymptotic Expansionen_US
dc.subjectDiscrete Interference of Chanceen_US
dc.subjectErgodic Momentsen_US
dc.subjectMonte Carlo Simulation Methoden_US
dc.subjectRenewal-Reward Processen_US
dc.titleASYMPTOTIC EXPANSIONS FOR THE MOMENTS OF THE RENEWAL-REWARD PROCESS WITH A NORMAL DISTRIBUTED INTERFERENCE OF CHANCEen_US
dc.typeArticleen_US

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