Normal Müdahaleli Ödüllü Yenileme Sürecinin Sınır Fonksiyonelleri Üzerine

Abstract

Bu çalışmada Normal müdahaleli ödüllü yenileme süreci (X(t)) matematiksel olarak tanımlanmış ve bu sürecin iki sınır fonksiyoneli (N₁ ve τ₁) ele alınmıştır. Bu fonksiyonellerin momentleri arasında kesin bir bağıntı kurulmuş ve daha sonra hem N₁ hem de τ₁ in ilk dört momenti için asimptotik açılımlar elde edilmiştir.

Keywords

• Ödüllü yenileme süreci
• Normal müdahale
• Sınır fonksiyonelleri
• Momentler
• Asimptotik açılım

On the Boundary Functionals of the Renewal Reward Process with Normal Interference of Chance

Abstract

In this study, a renewal reward process (X(t)) with Normal interference of chance is mathematically constructed and two boundary functionals (N₁ and τ₁) of this process are considered. A relationship between the moments of the boundary functional N₁ and τ₁ are established, and then, the asymptotic expansions for the first four moments of these boundary functionals are obtained.

Keywords

• Renewal reward process
• Normal distribution
• Boundary functionals
• Moments
• Discrete interference of chance
• Asymptotic expansion

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