Asymptotic Expansions for the Moments of the Semi-Markovian Random Walk with Gamma Distributed Interference of Chance

DOI10.1080/03610920802662150zbMath1186.60091OpenAlexW2153334979MaRDI QIDQ5190589

Tulay Kesemen, Rovshan Aliyev, Tahir Khaniyev

Publication date: 18 March 2010

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920802662150

zbMATH Keywords

momentsasymptotic expansionsgamma distributionsemi-Markovian random walkergodic distributionladder variablesboundary functionaldiscrete 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)

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