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Asymptotic Properties of the Straight Line Estimator for a Renewal Function
(Univ Kebangsaan Malaysia, 2015-07)
In estimation problems in renewal function, when the distribution is not known, nonparametric estimators of renewal function are used. Frees (1986a, Warranty analysis and renewal function estimation, Naval Res. Logist. ...
Asymptotic Expansions For The Moments Of The Renewal-Reward Process With A Normal Distributed Interference Of Chance
(Ministry Communications & High Technologies Republic Azerbaijan, 2018)
In this study, a renewal-reward process with a normal distributed interference of chance is mathematically constructed. The ergodicity of this process is discussed. The exact formulas for the nth order moments of the ergodic ...
On The Boundary Functional Of The Random Walk With Two Barriers Related To Optimal Capacity Of The Buffer Stock
(Baku State Univ, Inst Applied Mathematics, 2018)
In this study, a boundary functional (N) of the semi-Markovian random walk (X (t)) with two special barriers is considered. The boundary functional N is defined as the first time when the random walk exits from the interval ...
On the limiting behavior of the characteristic function of the ergodic distribution of the semi-Markov walk with two boundaries
(Maik Nauka/Interperiodica/Springer, 2017-09)
The semi-Markov walk (X(t)) with two boundaries at the levels 0 and beta > 0 is considered. The characteristic function of the ergodic distribution of the processX(t) is expressed in terms of the characteristics of the ...
Asymptotic approach for a renewal-reward process with a general interference of chance
(Taylor & Francis Inc, 2016)
In this study, a renewal-reward process with a discrete interference of chance is constructed and considered. Under weak conditions, the ergodicity of the process X(t) is proved and exact formulas for the ergodic distribution ...
Weak convergence theorem for the ergodic distribution of a random walk with normal distributed interference of chance
(Turkic World Mathematical Soc, 2015)
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 ...
On The Moments For Ergodic Distribution Of An Inventory Model Of Type (S, S) With Regularly Varying Demands Having Infinite Variance
(Turkic World Mathematical Soc, 2018)
In this study a stochastic process X(t) which represents a semi Markovian inventory model of type (s,S) has been considered in the presence of regularly varying tailed demand quantities. The main purpose of the current ...
Investigation of fuzzy inventory model of type (s, S) with Nakagami distributed demands
(IOS Press, 2015)
In this study, a fuzzy inventory model of type (s, S) is considered under Nakagami distribution of demands. We first obtain the membership function of the fuzzy renewal function when the amount of demand has Nakagami ...
Three-term asymptotic expansion: A semi-Markovian random walk with a generalized beta distributed interference of chance
(Taylor & Francis Inc, 2017)
A semi-Markovian random walk process (X(t)) with a generalized beta distribution of chance is considered. The asymptotic expansions for the first four moments of the ergodic distribution of the process are obtained as ...
Comparison of stochastic and random models for bacterial resistance
(Springer International Publishing Ag, 2017-05)
In this study, a mathematical model of bacterial resistance considering the immune system response and antibiotic therapy is examined under random conditions. A random model consisting of random differential equations is ...
