Asymptotic expansions for the moments of the Gaussian random walk with two barriers

DOI10.1016/j.spl.2004.06.018zbMath1069.60073OpenAlexW2081616681MaRDI QIDQ1771441

Tahir Khaniyev, Zafer Kucuk

Publication date: 21 April 2005

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2004.06.018

zbMATH Keywords

Wiener-Hopf factorizationladder variablesmoments of ergodic distribution of process

Mathematics Subject Classification ID

Markov renewal processes, semi-Markov processes (60K15) Renewal theory (60K05)

Related Items (9)

On the rate of convergence of the asymptotic expansion for the ergodic distribution of a semi-Markov \((s, S)\) inventory model ⋮ Three-term asymptotic expansions for the moments of the random walk with triangular distributed interference of chance ⋮ On the limiting behavior of the characteristic function of the ergodic distribution of the semi-Markov walk with two boundaries ⋮ Asymptotic expansions for the moments of a semi-Markovian random walk with exponential distributed interference of chance ⋮ Asymptotic Expansions for the Moments of the Semi-Markovian Random Walk with Gamma Distributed Interference of Chance ⋮ On the Moments of a Semi-Markovian Random Walk with Gaussian Distribution of Summands ⋮ The Rate of Convergence of some Asymptotic Expansions for Distribution Approximations via an Esseen Type Estimate ⋮ Asymptotic approach for a renewal-reward process with a general interference of chance ⋮ On the stationary characteristics of the extended model of type (s,S) with Gaussian distribution of summands

Cites Work

• On some boundary crossing problems for Gaussian random walks
• Some relations between harmonic renewal measures and certain first passage times
• Asymptotic expansions for the moments of a randomly stopped average
• On the semi-Markovian random walk with two reflecting barriers
• Harmonic Renewal Sequences and the First Positive Sum
• Asymptotic Analysis of Distributions in Problems with Two Boundaries. II
• Some Problems on a One-Dimensional Correlated Random Walk with Various Types of Barrier
• A Wiener-Hopf Type Method for a General Random Walk with a Two-Sided Boundary
• On Excess Over the Boundary
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Asymptotic expansions for the moments of the Gaussian random walk with two barriers