Abstract
ABSTRACTA semi-Markovian random walk process (X(t)) with a generalized beta distribution of chance is considered. The asymptotic expansions for the first four moments of the ergodic distribution of the process are obtained as E(ζn) → ∞ when the random variable ζn has a generalized beta distribution with parameters (s, S, α, β); α, β > 1, 0 ⩽ s < S < ∞. Finally, the accuracy of the asymptotic expansions is examined by using the Monte Carlo simulation method.
Full Text 
Sign-in/Register to access full text options
Sign-in/Register to access full text options 
Paper version not known
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 call
