Normal Müdahaleli Ödüllü Yenileme Sürecinin Sınır Fonksiyonelleri Üzerine

Yıl 2011, Cilt: 8 Sayı: 3, 12 - 23, 15.12.2011

Zulfiyya Mammadova Tahir Khaniyev İhsan Ünver

Öz

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.

Anahtar Kelimeler

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

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

Öz

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.

Anahtar Kelimeler

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

Kaynakça

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