Three-term Asymptotic Expansion for the Moments of the Ergodic Distribution of a Renewal-reward Process with Gamma Distributed Interference of Chance
| Subject | Applied Mathematics |
| Title | Three-term Asymptotic Expansion for the Moments of the Ergodic Distribution of a Renewal-reward Process with Gamma Distributed Interference of Chance |
| Author(s) | N. Okur Bekar, R. Aliyev and T. Khaniyev |
| Keywords | Control theory, Probability theory, Stochastic processes |
| Abstract | In this study, a renewal-reward process with a discrete interference of chance (X(t)) is investigated. We assume that (X_alpha(t))_t>0 is a renewal-reward process with a gamma distributed interference of chance with parameters (alpha, lamda). Under the assumption that the process is ergodic, the paper provides the three-term asymptotic expansions for the moments EX_alpha^n. |