Limit distribution for a semi-Markovian random walk with Weibull distributed interference of chance

DOI10.1186/1029-242X-2013-134zbMath1285.60041WikidataQ59293316 ScholiaQ59293316MaRDI QIDQ2636671

Rovshan Aliyev, Tahir Khaniyev, Tulay Kesemen

Publication date: 31 January 2014

Published in: Journal of Inequalities and Applications (Search for Journal in Brave)

zbMATH Keywords

weak convergenceasymptotic expansionsemi-Markovian random walkergodic distributionladder variablesdiscrete interference of chance

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Markov renewal processes, semi-Markov processes (60K15) Limit theorems in probability theory (60F99)

Related Items (1)

Inventory model of type \((s,S)\) under heavy tailed demand with infinite variance

Cites Work

• Three-term asymptotic expansions for the moments of the random walk with triangular distributed interference of chance
• Some relations between harmonic renewal measures and certain first passage times
• Asymptotic expansions for the moments of a semi-Markovian random walk with exponential distributed interference of chance

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