On the stationary characteristics of the extended model of type (s,S) with Gaussian distribution of summands

DOI10.1080/10629360500109234zbMath1117.60081OpenAlexW1999379077MaRDI QIDQ5485082

Tahir Khaniyev, Zulfiyya Mammadova

Publication date: 28 August 2006

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10629360500109234

zbMATH Keywords

asymptotic expansionsMonte Carlo experimentsGaussian random walkboundary functionalapproximations formulasergodic ditributionModel of type \((s,S)\)

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Sums of independent random variables; random walks (60G50) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20)

Related Items (11)

Approximation results for the moments of random walk with normally distributed interference of chance ⋮ Approximation formulas for the moments of the boundary functional of a Gaussian random walk with positive drift by using Siegmund's formula ⋮ 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 ⋮ Three-term asymptotic expansion: A semi-Markovian random walk with a generalized beta distributed interference of chance ⋮ 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 ⋮ Estimators of the moments for the inventory model of type \((s,S)\) ⋮ On the Moments of a Semi-Markovian Random Walk with Gaussian Distribution of Summands ⋮ Asymptotic approach for a renewal-reward process with a general interference of chance ⋮ Unnamed Item

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• On some boundary crossing problems for Gaussian random walks
• A second-order approximation for the variance of a renewal reward process
• Asymptotic expansions for the moments of the Gaussian random walk with two barriers
• On the semi-Markovian random walk with two reflecting barriers
• Harmonic Renewal Sequences and the First Positive Sum

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