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dc.contributor.authorHanalioğlu, Zülfiyeen_US
dc.contributor.authorKhaniyev, Tahiren_US
dc.contributor.authorAgakishiyev, Ilgaren_US
dc.date.accessioned2020-10-05T11:05:38Z
dc.date.available2020-10-05T11:05:38Z
dc.date.issued2015
dc.identifier.citationHanalioğlu, Z., Khaniyev, T. & Agakishiyev, I. (2015). Weak convergence theorem for the ergodic distribution of a random walk with normal distributed interference of chance. TWMS Journal of Applied and Engineering Mathematics, 5(1), 61-73.en_US
dc.identifier.issn2146-1147
dc.identifier.issn2587-1013
dc.identifier.urihttps://hdl.handle.net/11729/2549
dc.identifier.urihttp://jaem.isikun.edu.tr/web/index.php/archive/89-vol5no1/198
dc.description.abstractIn this study, a semi-Markovian random walk process (X(t)) with a discrete interference of chance is investigated. Here, it is assumed that the ζn, n = 1, 2, 3, ..., which describe the discrete interference of chance are independent and identically distributed random variables having restricted normal distribution with parameters (a, σ2). Under this assumption, the ergodicity of the process X(t) is proved. Moreover, the exact forms of the ergodic distribution and characteristic function are obtained. Then, weak convergence theorem for the ergodic distribution of the process Wa(t) ≡ X(t)/a is proved under additional condition that σ/a → 0 when a → ∞.en_US
dc.language.isoengen_US
dc.publisherIşık University Pressen_US
dc.rightsinfo:eu-repo/semantics/openAccessen_US
dc.rightsAttribution-NonCommercial-NoDerivs 3.0 United States*
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/3.0/us/*
dc.subjectRandom walken_US
dc.subjectDiscrete interference of chanceen_US
dc.subjectNormal distributionen_US
dc.subjectErgodic distributionen_US
dc.subjectWeak convergenceen_US
dc.titleWeak convergence theorem for the ergodic distribution of a random walk with normal distributed interference of chanceen_US
dc.typearticleen_US
dc.description.versionPublisher's Versionen_US
dc.relation.journalTWMS Journal of Applied and Engineering Mathematicsen_US
dc.identifier.volume5
dc.identifier.issue1
dc.identifier.startpage61
dc.identifier.endpage73
dc.peerreviewedYesen_US
dc.publicationstatusPublisheden_US
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Başka Kurum Yazarıen_US


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