WEAK CONVERGENCE THEOREM FOR THE ERGODIC DISTRIBUTION OF A RANDOM WALK WITH NORMAL DISTRIBUTED INTERFERENCE OF CHANCE
Küçük Resim Yok
Tarih
2015
Yazarlar
Dergi Başlığı
Dergi ISSN
Cilt Başlığı
Yayıncı
Turkic World Mathematical Soc
Erişim Hakkı
info:eu-repo/semantics/closedAccess
Özet
In this study, a semi-Markovian random walk process (X (t)) with a discrete interference of chance is investigated. Here, it is assumed that the zeta(n), n = 1; 2; 3, ..., which describe the discrete interference of chance are independent and identically distributed random variables having restricted normal distribution with parameters (a; sigma(2)). Under this assumption, the ergodicity of the process X (t) is proved. Moreover, the exact forms of the ergodic distribution and characteristic function are obtained. Then, weak convergence theorem for the ergodic distribution of the process W-a (t) = X (t) = a is proved under additional condition that sigma/a -> 0 when a -> infinity.
Açıklama
Anahtar Kelimeler
Random walk, discrete interference of chance, normal distribution, ergodic distribution, weak convergence
Kaynak
Twms Journal of Applied and Engineering Mathematics
WoS Q Değeri
N/A
Scopus Q Değeri
Cilt
5
Sayı
1
