Year-end Sale % OFF 
Abstract
In this paper, a semi-Markovian random walk process ( X ( t ) ) with a discrete interference of chance is constructed and the ergodicity of this process is discussed. Some exact formulas for the first- and second-order moments of the ergodic distribution of the process X ( t ) are obtained, when the random variable ζ 1 has an exponential distribution with the parameter λ > 0 . Here ζ 1 expresses the quantity of a discrete interference of chance. Based on these results, the third-order asymptotic expansions for mathematical expectation and variance of the ergodic distribution of the process X ( t ) are derived, when λ → 0 .
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
