Now showing items 1-3 of 3
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 ...
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 ...
On the Moments of a Semi-Markovian Random Walk with Gaussian Distribution of Summands
(Taylor & Francis Inc, 2014-01)
In this article, a semi-Markovian random walk with delay and a discrete interference of chance (X(t)) is considered. It is assumed that the random variables (n), n=1, 2,..., which describe the discrete interference of ...