Asymptotic expansions for the ergodic moments of a semi-Markovian random walk with a generalized delaying barrier

In this study, a semi-Markovian random walk process (X(t)) with a generalized delaying barrier is considered and the ergodic theorem for this process is proved under some weak conditions. Then, the exact expressions and asymptotic expansions for the rst four ergodic moments of the process X(t) are o...

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Bibliographic Details
Published in:TWMS journal of applied and engineering mathematics 2012-07, Vol.2 (2), p.228-237
Main Authors: Marandi, Ali Akbar Fattahpour, Khaniyev, Tahir, Unver, Ihsan
Format: Article
Language:English
Subjects:
Asymptotic expansions
Asymptotic methods
Barriers
Dynamical systems
Ergodic processes
Ergodic theory
Markov analysis
Markov processes
Mathematical analysis
Mathematical research
Random walk
Random walks (Mathematics)
Theorems
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Summary:In this study, a semi-Markovian random walk process (X(t)) with a generalized delaying barrier is considered and the ergodic theorem for this process is proved under some weak conditions. Then, the exact expressions and asymptotic expansions for the rst four ergodic moments of the process X(t) are obtained.
ISSN:2146-1147
2146-1147