Yıl: 2018 Cilt: 8 Sayı: 2 Sayfa Aralığı: 318 - 329 Metin Dili: İngilizce İndeks Tarihi: 19-02-2020

ON THE MOMENTS FOR ERGODIC DISTRIBUTION OF AN INVENTORY MODEL OF TYPE (s, S) WITH REGULARLY VARYING DEMANDS HAVING INFINITE VARIANCE

Öz:
In this study a stochastic process X(t) which represents a semi Markovianinventory model of type (s,S) has been considered in the presence of regularly varyingtailed demand quantities. The main purpose of the current study is to investigate theasymptotic behavior of the moments of ergodic distribution of the process X(t) when thedemands have any arbitrary distribution function from the regularly varying subclassof heavy tailed distributions with infinite variance. In order to obtain renewal functiongenerated by the regularly varying random variables, we used a special asymptotic expansion provided by Geluk [14]. As a first step we investigate the current problem withthe whole class of regularly varying distributions with tail parameter 1 <α< 2 ratherthan a single distribution. We obtained a general formula for the asymptotic expressionsof nth order moments (n = 1, 2, 3,...) of ergodic distribution of the process X(t). Subsequently we consider this system with Pareto distributed demand random variables andapply obtained results in this special case.
Anahtar Kelime:

Konular: Matematik Bilgisayar Bilimleri, Donanım ve Mimari İstatistik ve Olasılık
Belge Türü: Makale Makale Türü: Araştırma Makalesi Erişim Türü: Erişime Açık
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APA BEKTAŞ KAMIŞLIK A, KESEMEN T, KHANIYEV T (2018). ON THE MOMENTS FOR ERGODIC DISTRIBUTION OF AN INVENTORY MODEL OF TYPE (s, S) WITH REGULARLY VARYING DEMANDS HAVING INFINITE VARIANCE. , 318 - 329.
Chicago BEKTAŞ KAMIŞLIK Aslı,KESEMEN Tülay,KHANIYEV Tahir ON THE MOMENTS FOR ERGODIC DISTRIBUTION OF AN INVENTORY MODEL OF TYPE (s, S) WITH REGULARLY VARYING DEMANDS HAVING INFINITE VARIANCE. (2018): 318 - 329.
MLA BEKTAŞ KAMIŞLIK Aslı,KESEMEN Tülay,KHANIYEV Tahir ON THE MOMENTS FOR ERGODIC DISTRIBUTION OF AN INVENTORY MODEL OF TYPE (s, S) WITH REGULARLY VARYING DEMANDS HAVING INFINITE VARIANCE. , 2018, ss.318 - 329.
AMA BEKTAŞ KAMIŞLIK A,KESEMEN T,KHANIYEV T ON THE MOMENTS FOR ERGODIC DISTRIBUTION OF AN INVENTORY MODEL OF TYPE (s, S) WITH REGULARLY VARYING DEMANDS HAVING INFINITE VARIANCE. . 2018; 318 - 329.
Vancouver BEKTAŞ KAMIŞLIK A,KESEMEN T,KHANIYEV T ON THE MOMENTS FOR ERGODIC DISTRIBUTION OF AN INVENTORY MODEL OF TYPE (s, S) WITH REGULARLY VARYING DEMANDS HAVING INFINITE VARIANCE. . 2018; 318 - 329.
IEEE BEKTAŞ KAMIŞLIK A,KESEMEN T,KHANIYEV T "ON THE MOMENTS FOR ERGODIC DISTRIBUTION OF AN INVENTORY MODEL OF TYPE (s, S) WITH REGULARLY VARYING DEMANDS HAVING INFINITE VARIANCE." , ss.318 - 329, 2018.
ISNAD BEKTAŞ KAMIŞLIK, Aslı vd. "ON THE MOMENTS FOR ERGODIC DISTRIBUTION OF AN INVENTORY MODEL OF TYPE (s, S) WITH REGULARLY VARYING DEMANDS HAVING INFINITE VARIANCE". (2018), 318-329.
APA BEKTAŞ KAMIŞLIK A, KESEMEN T, KHANIYEV T (2018). ON THE MOMENTS FOR ERGODIC DISTRIBUTION OF AN INVENTORY MODEL OF TYPE (s, S) WITH REGULARLY VARYING DEMANDS HAVING INFINITE VARIANCE. TWMS (Turkic World Mathematical Society) Journal of Applied and Engineering Mathematics, 8(2), 318 - 329.
Chicago BEKTAŞ KAMIŞLIK Aslı,KESEMEN Tülay,KHANIYEV Tahir ON THE MOMENTS FOR ERGODIC DISTRIBUTION OF AN INVENTORY MODEL OF TYPE (s, S) WITH REGULARLY VARYING DEMANDS HAVING INFINITE VARIANCE. TWMS (Turkic World Mathematical Society) Journal of Applied and Engineering Mathematics 8, no.2 (2018): 318 - 329.
MLA BEKTAŞ KAMIŞLIK Aslı,KESEMEN Tülay,KHANIYEV Tahir ON THE MOMENTS FOR ERGODIC DISTRIBUTION OF AN INVENTORY MODEL OF TYPE (s, S) WITH REGULARLY VARYING DEMANDS HAVING INFINITE VARIANCE. TWMS (Turkic World Mathematical Society) Journal of Applied and Engineering Mathematics, vol.8, no.2, 2018, ss.318 - 329.
AMA BEKTAŞ KAMIŞLIK A,KESEMEN T,KHANIYEV T ON THE MOMENTS FOR ERGODIC DISTRIBUTION OF AN INVENTORY MODEL OF TYPE (s, S) WITH REGULARLY VARYING DEMANDS HAVING INFINITE VARIANCE. TWMS (Turkic World Mathematical Society) Journal of Applied and Engineering Mathematics. 2018; 8(2): 318 - 329.
Vancouver BEKTAŞ KAMIŞLIK A,KESEMEN T,KHANIYEV T ON THE MOMENTS FOR ERGODIC DISTRIBUTION OF AN INVENTORY MODEL OF TYPE (s, S) WITH REGULARLY VARYING DEMANDS HAVING INFINITE VARIANCE. TWMS (Turkic World Mathematical Society) Journal of Applied and Engineering Mathematics. 2018; 8(2): 318 - 329.
IEEE BEKTAŞ KAMIŞLIK A,KESEMEN T,KHANIYEV T "ON THE MOMENTS FOR ERGODIC DISTRIBUTION OF AN INVENTORY MODEL OF TYPE (s, S) WITH REGULARLY VARYING DEMANDS HAVING INFINITE VARIANCE." TWMS (Turkic World Mathematical Society) Journal of Applied and Engineering Mathematics, 8, ss.318 - 329, 2018.
ISNAD BEKTAŞ KAMIŞLIK, Aslı vd. "ON THE MOMENTS FOR ERGODIC DISTRIBUTION OF AN INVENTORY MODEL OF TYPE (s, S) WITH REGULARLY VARYING DEMANDS HAVING INFINITE VARIANCE". TWMS (Turkic World Mathematical Society) Journal of Applied and Engineering Mathematics 8/2 (2018), 318-329.