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dc.contributor.authorKhaniyev, Tahir
dc.contributor.authorSevinc, Ozlem Ardic
dc.date.accessioned2020-11-18T06:48:02Z
dc.date.available2020-11-18T06:48:02Z
dc.date.issued2020-04
dc.identifier.citationKhaniyev, T., & Sevinc, O. A. (2020). Limit Theorem for A Semi-Markovian Random Walk with General Interference of Chance. Sains Malaysiana, 49(4), 919-928.en_US
dc.identifier.issn0126-6039
dc.identifier.urihttp://www.ukm.my/jsm/english_journals/vol49num4_2020/vol49num4_2020pg919-928.html
dc.identifier.urihttp://hdl.handle.net/20.500.11851/3924
dc.description.abstractProses jalan rawak semi-Markovan dengan kemungkinan gangguan umum telah dibangunkan dan dikaji. Isi utama kajian ini adalah andaian bahawa kemungkinan gangguan diskrit mempunyai bentuk umum. Dalam beberapa keadaan, terbukti bahawa prosesnya ergodik dan bentuk asal taburan ergodik serta fungsi pencirian prosesnya diperoleh. Dengan menggunakan identiti asas untuk jalan rawak, fungsi pencirian prosesnya diungkapkan oleh fungsi pencirian sempadan fungsian. Kemudian, pengembangan asimptotik dua penggal untuk fungsi pencirian piawai prosesnya ditemui. Dengan menggunakan pengembangan asimtotik ini, teorem penumpuan yang lemah untuk taburan ergodik daripada proses piawai dibuktikan dan bentuk pembatasan untuk taburan ergodik diperoleh. Taburan had yang diperoleh bertepatan dengan had taburan sisa masa menunggu proses pembaharuan yang dihasilkan oleh jujukan pemboleh ubah rawak yang mengungkapkan kemungkinan gangguan diskrit.ms_MY
dc.description.abstractA semi-Markovian random-walk process with general interference of chance was constructed and investigated. The key point of this study is the assumption that the discrete interference of chance has a general form. Under some conditions, it is proved that the process is ergodic, and the exact forms of the ergodic distribution and characteristic function of the process are obtained. By using basic identity for random walks, the characteristic function of the process is expressed by the characteristic function of a boundary functional. Then, two-term asymptotic expansion for the characteristic function of the standardized process is found. Using this asymptotic expansion, a weak convergence theorem for the ergodic distribution of the standardized process is proved, and the limiting form for the ergodic distribution is obtained. The obtained limit distribution coincides with the limit distribution of the residual waiting time of the renewal process generated by a sequence of random variables expressing the discrete interference of chance.en_US
dc.language.isoengen_US
dc.publisherPenerbit Universiti Kebangsaan Malaysiaen_US
dc.rightsinfo:eu-repo/semantics/openAccess
dc.subjectHad taburanms_MY
dc.subjectjalan rawakms_MY
dc.subjectkemungkinan gangguan diskritms_MY
dc.subjectpenumpuan yang lemahms_MY
dc.subjecttaburan ergodikms_MY
dc.subjectDiscrete interference of chanceen_US
dc.subjectergodic disfributionen_US
dc.subjectlimit disfributionen_US
dc.subjectrandom walken_US
dc.subjectweak convergenceen_US
dc.titleLimit Theorem for A Semi-Markovian Random Walk with General Interference of Chanceen_US
dc.title.alternativeHad Teorem untuk Jalan Rawak Semi-Markovan dengan Kemungkinan Gangguan Umumms_MY
dc.typearticleen_US
dc.relation.journalSains Malaysianams_MY
dc.contributor.departmentTOBB ETU, Faculty of Engineering, Department of Industrial Engineeringen_US
dc.contributor.departmentTOBB ETÜ, Mühendislik Fakültesi, Endüstri Mühendisliği Bölümütr_TR
dc.identifier.volume49
dc.identifier.issue4
dc.identifier.startpage919
dc.identifier.endpage928
dc.contributor.orcidhttps://orcid.org/0000-0003-1974-0140
dc.identifier.wosWOS:000547375000021
dc.identifier.scopus2-s2.0-85088251927
dc.contributor.tobbetuauthorKhaniyev, Tahir
dc.identifier.doi10.17576/jsm-2020-4904-21
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanıtr_TR


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