Asymptotic Rate for Weak Convergence of the Distribution of Renewal-Reward Process with a Generalized Reflecting Barrier
Küçük Resim Yok
Tarih
2016
Dergi Başlığı
Dergi ISSN
Cilt Başlığı
Yayıncı
Springer-Verlag Berlin
Erişim Hakkı
info:eu-repo/semantics/closedAccess
Özet
In this study, a renewal-reward process (X(t)) with a generalized reflecting barrier is constructed mathematically and under some weak conditions, the ergodicity of the process is proved. The explicit form of the ergodic distribution is found and after standardization, it is shown that the ergodic distribution converges to the limit distribution R(x), when lambda -> infinity, i. e., QX (lambda x) [GRAPHICS] P{X(t) <= lambda x} -> R(x) 2/m(2) [GRAPHICS] [1 - F(u)]dudv. Here, F(x) is the distribution function of the initial random variables {eta(n)}, n = 1, 2,..., which express the amount of rewards and m(2) = E(eta(2)(1)). Finally, to evaluate asymptotic rate of the weak convergence, the following inequality is obtained: vertical bar QX (lambda x) - R(x)vertical bar <= 2/lambda vertical bar pi(0)(x) - R(x)vertical bar. Here, pi(0)(x) = (1/m(1)) [GRAPHICS] (1 - F(u))du is the limit distribution of residual waiting time generated by {eta(n)}, n = 1, 2,..., and m(1) = E(eta(1)).
Açıklama
3rd International Conference on Applied Mathematics and Approximation Theory (AMAT) -- MAY 18-21, 2015 -- TOBB Econ & Technol Univ, Ankara, TURKEY
Anahtar Kelimeler
Markovian Random-Walk, Model, S,S
Kaynak
Intelligent Mathematics Ii: Applied Mathematics and Approximation Theory
WoS Q Değeri
N/A
Scopus Q Değeri
N/A
Cilt
441
