Asymptotic approach to boundary functionals of a semi-markovian random walk with generalized delaying barrier

Tahir Khaniyev; Ali Akbar Fattahpour Marandi; İhsan Ünver; Özlem Ardıç

Research Article

Asymptotic approach to boundary functionals of a semi-markovian random walk with generalized delaying barrier

Year 2013, Volume 1, 2013, 44 - 53, 26.05.2016

Tahir Khaniyev Ali Akbar Fattahpour Marandi İhsan Ünver Özlem Ardıç

Abstract

In this study, a semi-Markovian random walk process with a generalized delaying barrier and its three boundary functionals (N1; 1; 1) are mathematically constructed. Under some weak conditions, exact expressions and asymptotic expansions for the expected values and variances of these boundary functionals are obtained.

Keywords

Semi- Markovian random walk, delaying barrier, boundary functional, asymptotic expansion, renewal function, ladder height

Year 2013, Volume 1, 2013, 44 - 53, 26.05.2016

Tahir Khaniyev Ali Akbar Fattahpour Marandi İhsan Ünver Özlem Ardıç

Abstract

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Details

Subjects	Engineering
Journal Section	Articles
Authors	Tahir Khaniyev Ali Akbar Fattahpour Marandi This is me İhsan Ünver This is me Özlem Ardıç This is me
Publication Date	May 26, 2016
Published in Issue	Year 2013 Volume 1, 2013

Cite

APA	Khaniyev, T., Fattahpour Marandi, A. A., Ünver, İ., Ardıç, Ö. (2016). Asymptotic approach to boundary functionals of a semi-markovian random walk with generalized delaying barrier. Turkish Journal of Mathematics and Computer Science, 1, 44-53.
AMA	Khaniyev T, Fattahpour Marandi AA, Ünver İ, Ardıç Ö. Asymptotic approach to boundary functionals of a semi-markovian random walk with generalized delaying barrier. TJMCS. May 2016;1:44-53.
Chicago	Khaniyev, Tahir, Ali Akbar Fattahpour Marandi, İhsan Ünver, and Özlem Ardıç. “Asymptotic Approach to Boundary Functionals of a Semi-Markovian Random Walk With Generalized Delaying Barrier”. Turkish Journal of Mathematics and Computer Science 1, May (May 2016): 44-53.
EndNote	Khaniyev T, Fattahpour Marandi AA, Ünver İ, Ardıç Ö (May 1, 2016) Asymptotic approach to boundary functionals of a semi-markovian random walk with generalized delaying barrier. Turkish Journal of Mathematics and Computer Science 1 44–53.
IEEE	T. Khaniyev, A. A. Fattahpour Marandi, İ. Ünver, and Ö. Ardıç, “Asymptotic approach to boundary functionals of a semi-markovian random walk with generalized delaying barrier”, TJMCS, vol. 1, pp. 44–53, 2016.
ISNAD	Khaniyev, Tahir et al. “Asymptotic Approach to Boundary Functionals of a Semi-Markovian Random Walk With Generalized Delaying Barrier”. Turkish Journal of Mathematics and Computer Science 1 (May 2016), 44-53.
JAMA	Khaniyev T, Fattahpour Marandi AA, Ünver İ, Ardıç Ö. Asymptotic approach to boundary functionals of a semi-markovian random walk with generalized delaying barrier. TJMCS. 2016;1:44–53.
MLA	Khaniyev, Tahir et al. “Asymptotic Approach to Boundary Functionals of a Semi-Markovian Random Walk With Generalized Delaying Barrier”. Turkish Journal of Mathematics and Computer Science, vol. 1, 2016, pp. 44-53.
Vancouver	Khaniyev T, Fattahpour Marandi AA, Ünver İ, Ardıç Ö. Asymptotic approach to boundary functionals of a semi-markovian random walk with generalized delaying barrier. TJMCS. 2016;1:44-53.