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https://hdl.handle.net/20.500.11851/1573
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DC Field | Value | Language |
---|---|---|
dc.contributor.author | Aliyev, R. T. | - |
dc.contributor.author | Khaniyev, Tahir | - |
dc.contributor.author | Gever, B. | - |
dc.date.accessioned | 2019-07-03T14:44:46Z | |
dc.date.available | 2019-07-03T14:44:46Z | |
dc.date.issued | 2016 | |
dc.identifier.citation | Aliyev, R., Khaniyev, T., & Gever, B. (2016). Weak convergence theorem for ergodic distribution of stochastic processes with discrete interference of chance and generalized reflecting barrier. Theory of Probability & Its Applications, 60(3), 502-513. | en_US |
dc.identifier.issn | 0040-585X | |
dc.identifier.uri | https://doi.org/10.1137/S0040585X97T987806 | - |
dc.identifier.uri | https://hdl.handle.net/20.500.11851/1573 | - |
dc.description.abstract | In this paper, a stochastic process with discrete interference of chance and generalized reflecting barrier (X (t)) is constructed and the ergodicity of this process is proved. Using basic identity for random walk processes, a characteristic function of the ergodic distribution is written with the help of characteristics of the boundary functional S-N1(x). Moreover, a weak convergence theorem for the ergodic distribution of the standardized process Y-lambda(t) = X(t)/lambda is proved, as lambda -> infinity and the limit form of the ergodic distribution is found. | en_US |
dc.description.abstract | [Aliyev, R.] Baku State Univ, Dept Probabil Theory & Math Stat, Baku, Azerbaijan; [Aliyev, R.; Khaniyev, T.] Azerbaijan Natl Acad Sci, Inst Cybernet, Baku, Azerbaijan; [Khaniyev, T.; Gever, B.] TOBB Univ Econ & Technol, Dept Ind Engn, Ankara, Turkey | en_US |
dc.language.iso | en | en_US |
dc.publisher | Siam Publications | en_US |
dc.relation.ispartof | Theory Of Probability And Its Applications | en_US |
dc.rights | info:eu-repo/semantics/closedAccess | en_US |
dc.subject | stochastic process with a discrete interference of chance | en_US |
dc.subject | reflecting barrier | en_US |
dc.subject | ergodic distribution | en_US |
dc.subject | ladder variables | en_US |
dc.subject | residual waiting time | en_US |
dc.title | Weak Convergence Theorem for Ergodic Distribution of Stochastic Processes With Discrete Interference of Chance and Generalized Reflecting Barrier | en_US |
dc.type | Article | en_US |
dc.department | Faculties, Faculty of Engineering, Department of Industrial Engineering | en_US |
dc.department | Fakülteler, Mühendislik Fakültesi, Endüstri Mühendisliği Bölümü | tr_TR |
dc.identifier.volume | 60 | |
dc.identifier.issue | 3 | |
dc.identifier.startpage | 502 | |
dc.identifier.endpage | U191 | |
dc.authorid | 0000-0003-1974-0140 | - |
dc.identifier.wos | WOS:000391112700008 | en_US |
dc.identifier.scopus | 2-s2.0-84988499095 | en_US |
dc.institutionauthor | Khaniyev, Tahir | - |
dc.identifier.doi | 10.1137/S0040585X97T987806 | - |
dc.authorscopusid | 7801652544 | - |
dc.relation.publicationcategory | Makale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanı | en_US |
dc.identifier.scopusquality | Q3 | - |
item.openairetype | Article | - |
item.languageiso639-1 | en | - |
item.grantfulltext | none | - |
item.fulltext | No Fulltext | - |
item.openairecristype | http://purl.org/coar/resource_type/c_18cf | - |
item.cerifentitytype | Publications | - |
crisitem.author.dept | 02.4. Department of Industrial Engineering | - |
Appears in Collections: | Endüstri Mühendisliği Bölümü / Department of Industrial Engineering Scopus İndeksli Yayınlar Koleksiyonu / Scopus Indexed Publications Collection WoS İndeksli Yayınlar Koleksiyonu / WoS Indexed Publications Collection |
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