Please use this identifier to cite or link to this item: https://hdl.handle.net/20.500.11851/7685
Full metadata record
DC FieldValueLanguage
dc.contributor.authorGökmar, Fikri-
dc.contributor.authorKhaniyev, Tahir-
dc.contributor.authorMammadova, Zulfiyya-
dc.date.accessioned2021-09-11T15:58:51Z-
dc.date.available2021-09-11T15:58:51Z-
dc.date.issued2013en_US
dc.identifier.issn1387-5841-
dc.identifier.issn1573-7713-
dc.identifier.urihttps://doi.org/10.1007/s11009-011-9240-0-
dc.identifier.urihttps://hdl.handle.net/20.500.11851/7685-
dc.description.abstractIn this study, asymptotic expansions of the moments of the maximum (M(beta)) of Gaussian random walk with negative drift ( -aEuro parts per thousand beta), beta > 0, are established by using Bell Polynomials. In addition, the weak convergence theorem for the distribution of the random variable Y(beta) a parts per thousand aEuro parts per thousand 2 beta M(beta) is proved, and the explicit form of the limit distribution is derived. Moreover, the approximation formulas for the first four moments of the maximum of a Gaussian random walk are obtained for the parameter beta aaEuro parts per thousand(0.5, 3.2] using meta-modeling.en_US
dc.language.isoenen_US
dc.publisherSpringeren_US
dc.relation.ispartofMethodology And Computing In Applied Probabilityen_US
dc.rightsinfo:eu-repo/semantics/closedAccessen_US
dc.subjectGaussian random walken_US
dc.subjectMaximum of random walken_US
dc.subjectWeak convergenceen_US
dc.subjectMomentsen_US
dc.subjectBell polynomialen_US
dc.subjectAsymptotic expansionen_US
dc.subjectApproximation formulaen_US
dc.subjectMeta-modelingen_US
dc.titleThe Weak Convergence Theorem for the Distribution of the Maximum of a Gaussian Random Walk and Approximation Formulas for Its Momentsen_US
dc.typeArticleen_US
dc.departmentFaculties, Faculty of Engineering, Department of Industrial Engineeringen_US
dc.departmentFakülteler, Mühendislik Fakültesi, Endüstri Mühendisliği Bölümütr_TR
dc.identifier.volume15en_US
dc.identifier.issue2en_US
dc.identifier.startpage333en_US
dc.identifier.endpage347en_US
dc.identifier.wosWOS:000318249400004en_US
dc.identifier.scopus2-s2.0-84876687758en_US
dc.institutionauthorKhaniyev, Tahir-
dc.identifier.doi10.1007/s11009-011-9240-0-
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanıen_US
dc.identifier.scopusqualityQ2-
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
Show simple item record



CORE Recommender

SCOPUSTM   
Citations

2
checked on Dec 21, 2024

WEB OF SCIENCETM
Citations

5
checked on Dec 21, 2024

Page view(s)

64
checked on Dec 16, 2024

Google ScholarTM

Check




Altmetric


Items in GCRIS Repository are protected by copyright, with all rights reserved, unless otherwise indicated.