Please use this identifier to cite or link to this item: https://hdl.handle.net/20.500.11851/1583
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dc.contributor.authorAliyev, Rovshan-
dc.contributor.authorKhaniyev, Tahir-
dc.date.accessioned2019-07-03T14:44:46Z
dc.date.available2019-07-03T14:44:46Z
dc.date.issued2014-01
dc.identifier.citationAliyev, R., & Khaniyev, T. (2014). On the moments of a semi-Markovian random walk with Gaussian distribution of summands. Communications in Statistics-Theory and Methods, 43(1), 90-104.en_US
dc.identifier.issn0361-0926
dc.identifier.urihttps://doi.org/10.1080/03610926.2012.655877-
dc.identifier.urihttps://hdl.handle.net/20.500.11851/1583-
dc.description.abstractIn 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 chance form an ergodic Markov chain with ergodic distribution which is a gamma distribution with parameters (, ). Under this assumption, the asymptotic expansions for the first four moments of the ergodic distribution of the process X(t) are derived, as 0. Moreover, by using the Riemann zeta-function, the coefficients of these asymptotic expansions are expressed by means of numerical characteristics of the summands, when the process considered is a semi-Markovian Gaussian random walk with small drift .en_US
dc.description.abstract[Aliyev, Rovshan] Baku State Univ, Dept Probabil Theory & Math Stat, Baku, Azerbaijan; [Khaniyev, Tahir] TOBB Univ Econ & Technol, Dept Ind Engn, Ankara, Turkey; [Aliyev, Rovshan; Khaniyev, Tahir] Azerbaijan Natl Acad Sci, Inst Cybernet, Baku, Azerbaijanen_US
dc.language.isoenen_US
dc.publisherTaylor & Francis Incen_US
dc.relation.ispartofCommunications In Statistics-Theory And Methodsen_US
dc.rightsinfo:eu-repo/semantics/closedAccessen_US
dc.subjectAsymptotic expansionen_US
dc.subjectDiscrete interference of chanceen_US
dc.subjectErgodic distributionen_US
dc.subjectGaussian distributionen_US
dc.subjectMomentsen_US
dc.subjectRiemann zeta-functionen_US
dc.subjectSemi-Markovian random walken_US
dc.titleOn the Moments of a Semi-Markovian Random Walk With Gaussian Distribution of Summandsen_US
dc.typeArticleen_US
dc.departmentFaculties, Faculty of Engineering, Department of Industrial Engineeringen_US
dc.departmentFakülteler, Mühendislik Fakültesi, Endüstri Mühendisliği Bölümütr_TR
dc.identifier.volume43
dc.identifier.issue1
dc.identifier.startpage90
dc.identifier.endpage104
dc.authorid0000-0003-1974-0140-
dc.identifier.wosWOS:000327587100006en_US
dc.identifier.scopus2-s2.0-84889649483en_US
dc.institutionauthorKhaniyev, Tahir-
dc.identifier.doi10.1080/03610926.2012.655877-
dc.authorscopusid7801652544-
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanıen_US
dc.identifier.scopusqualityQ3-
item.openairetypeArticle-
item.languageiso639-1en-
item.grantfulltextnone-
item.fulltextNo Fulltext-
item.openairecristypehttp://purl.org/coar/resource_type/c_18cf-
item.cerifentitytypePublications-
crisitem.author.dept02.4. 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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