Weak Convergence Theorem for Ergodic Distribution of Stochastic Processes with Discrete Interference of Chance and Generalized Reflecting Barrier

DOI10.1137/S0040585X97T987806zbMath1375.60084OpenAlexW2519292760MaRDI QIDQ2821771

Tahir Khaniyev, B. Gever, Rovshan Aliyev

Publication date: 23 September 2016

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0040585x97t987806

zbMATH Keywords

ergodic distributionreflecting barrierladder variablesresidual waiting timestochastic process with a discrete interference of chance

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Foundations of stochastic processes (60G05)

Related Items (4)

Approximation results for the moments of random walk with normally distributed interference of chance ⋮ On Asymptotic Expansion for Mathematical Expectation of a Renewal--Reward Process with Dependent Components and Heavy-Tailed Interarrival Times ⋮ Approximation formulas for the moments of the boundary functional of a Gaussian random walk with positive drift by using Siegmund's formula ⋮ Weak Convergence Theorem for Ergodic Distribution of Stochastic Processes with Discrete Interference of Chance and Generalized Reflecting Barrier

Cites Work

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• On the semi-Markovian random walk with two reflecting barriers
• Weak Convergence Theorem for Ergodic Distribution of Stochastic Processes with Discrete Interference of Chance and Generalized Reflecting Barrier
• Ergodic Theorems Connected with the Markov Property of Random Processes
• Asymptotic Expansions for the Moments of the Semi-Markovian Random Walk with Gamma Distributed Interference of Chance

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