WEAK CONVERGENCE THEOREM FOR THE ERGODIC DISTRIBUTION OF A RANDOM WALK WITH NORMAL DISTRIBUTED INTERFERENCE OF CHANCE
| dc.contributor.author | Hanalioglu, Z. | |
| dc.contributor.author | Khaniyev, T. | |
| dc.contributor.author | Agakishiyev, I. | |
| dc.date.accessioned | 2024-09-29T16:11:27Z | |
| dc.date.available | 2024-09-29T16:11:27Z | |
| dc.date.issued | 2015 | |
| dc.department | Karabük Üniversitesi | en_US |
| dc.description.abstract | 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. | en_US |
| dc.identifier.endpage | 73 | en_US |
| dc.identifier.issn | 2146-1147 | |
| dc.identifier.issue | 1 | en_US |
| dc.identifier.startpage | 61 | en_US |
| dc.identifier.uri | https://hdl.handle.net/20.500.14619/8429 | |
| dc.identifier.volume | 5 | en_US |
| dc.identifier.wos | WOS:000374003500006 | en_US |
| dc.identifier.wosquality | N/A | en_US |
| dc.indekslendigikaynak | Web of Science | en_US |
| dc.language.iso | en | en_US |
| dc.publisher | Turkic World Mathematical Soc | en_US |
| dc.relation.ispartof | Twms Journal of Applied and Engineering Mathematics | en_US |
| dc.relation.publicationcategory | Makale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanı | en_US |
| dc.rights | info:eu-repo/semantics/closedAccess | en_US |
| dc.subject | Random walk | en_US |
| dc.subject | discrete interference of chance | en_US |
| dc.subject | normal distribution | en_US |
| dc.subject | ergodic distribution | en_US |
| dc.subject | weak convergence | en_US |
| dc.title | WEAK CONVERGENCE THEOREM FOR THE ERGODIC DISTRIBUTION OF A RANDOM WALK WITH NORMAL DISTRIBUTED INTERFERENCE OF CHANCE | en_US |
| dc.type | Article | en_US |
