Abstract
In this study, a renewal-reward process (X(t)) with a Weibull distributed interference of chance is investigated. Under the assumption that the process X(t) is ergodic, two-term asymptotic expansion is obtained for the ergodic distiribution of the process X(t), as λ→0. Also, the weak convergence theorem is proved for the ergodic distribution of the process X(t), as λ→0. Moreover, two-term asymptotic expansions are derived for n^{th}-order moments n=1,2,... of the process X(t), as λ→0. Based on these results, the asymptotic expansions are obtained for the skewness and kurtosis of the process X(t), as λ→0.
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