Limit theorem for a semi - Markovian stochastic model of type (s,S)
Yıl: 2019 Cilt: 48 Sayı: 2 Sayfa Aralığı: 605 - 615 Metin Dili: İngilizce DOI: 10.15672/HJMS.2018.622 İndeks Tarihi: 10-05-2019
Limit theorem for a semi - Markovian stochastic model of type (s,S)
Öz: In this study, a semi-Markovian inventory model of type (s,S) is considered and the model is expressed by means of renewal-reward process (X(t)) with an asymmetric triangular distributed interference of chance and delay. The ergodicity of the process X(t) is proved and the exact expression for the ergodic distribution is obtained. Then, two-term asymptotic expansion for the ergodic distribution is found for standardized process W(t) ≡ (2X(t))/(S −s). Finally, using this asymptotic expansion, the weak convergence theorem for the ergodic distribution of the process W(t) is proved and the explicit form of the limit distribution is found.
Anahtar Kelime: Konular:
Belge Türü: Makale Makale Türü: Araştırma Makalesi Erişim Türü: Erişime Açık
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| APA | Mammadova Z, Khaniyev T (2019). Limit theorem for a semi - Markovian stochastic model of type (s,S). , 605 - 615. 10.15672/HJMS.2018.622 |
| Chicago | Mammadova Zulfiyya,Khaniyev Tahir Limit theorem for a semi - Markovian stochastic model of type (s,S). (2019): 605 - 615. 10.15672/HJMS.2018.622 |
| MLA | Mammadova Zulfiyya,Khaniyev Tahir Limit theorem for a semi - Markovian stochastic model of type (s,S). , 2019, ss.605 - 615. 10.15672/HJMS.2018.622 |
| AMA | Mammadova Z,Khaniyev T Limit theorem for a semi - Markovian stochastic model of type (s,S). . 2019; 605 - 615. 10.15672/HJMS.2018.622 |
| Vancouver | Mammadova Z,Khaniyev T Limit theorem for a semi - Markovian stochastic model of type (s,S). . 2019; 605 - 615. 10.15672/HJMS.2018.622 |
| IEEE | Mammadova Z,Khaniyev T "Limit theorem for a semi - Markovian stochastic model of type (s,S)." , ss.605 - 615, 2019. 10.15672/HJMS.2018.622 |
| ISNAD | Mammadova, Zulfiyya - Khaniyev, Tahir. "Limit theorem for a semi - Markovian stochastic model of type (s,S)". (2019), 605-615. https://doi.org/10.15672/HJMS.2018.622 |
| APA | Mammadova Z, Khaniyev T (2019). Limit theorem for a semi - Markovian stochastic model of type (s,S). Hacettepe Journal of Mathematics and Statistics, 48(2), 605 - 615. 10.15672/HJMS.2018.622 |
| Chicago | Mammadova Zulfiyya,Khaniyev Tahir Limit theorem for a semi - Markovian stochastic model of type (s,S). Hacettepe Journal of Mathematics and Statistics 48, no.2 (2019): 605 - 615. 10.15672/HJMS.2018.622 |
| MLA | Mammadova Zulfiyya,Khaniyev Tahir Limit theorem for a semi - Markovian stochastic model of type (s,S). Hacettepe Journal of Mathematics and Statistics, vol.48, no.2, 2019, ss.605 - 615. 10.15672/HJMS.2018.622 |
| AMA | Mammadova Z,Khaniyev T Limit theorem for a semi - Markovian stochastic model of type (s,S). Hacettepe Journal of Mathematics and Statistics. 2019; 48(2): 605 - 615. 10.15672/HJMS.2018.622 |
| Vancouver | Mammadova Z,Khaniyev T Limit theorem for a semi - Markovian stochastic model of type (s,S). Hacettepe Journal of Mathematics and Statistics. 2019; 48(2): 605 - 615. 10.15672/HJMS.2018.622 |
| IEEE | Mammadova Z,Khaniyev T "Limit theorem for a semi - Markovian stochastic model of type (s,S)." Hacettepe Journal of Mathematics and Statistics, 48, ss.605 - 615, 2019. 10.15672/HJMS.2018.622 |
| ISNAD | Mammadova, Zulfiyya - Khaniyev, Tahir. "Limit theorem for a semi - Markovian stochastic model of type (s,S)". Hacettepe Journal of Mathematics and Statistics 48/2 (2019), 605-615. https://doi.org/10.15672/HJMS.2018.622 |
