@article{TVP_2015_60_3_a8,
author = {R. Aliev and T. Khaniev and B. Gever},
title = {Weak convergence theorem for ergodic distribution of stochastic process with a discrete interference of change and generalized reflecting barrier},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {594--605},
year = {2015},
volume = {60},
number = {3},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_2015_60_3_a8/}
}
TY - JOUR AU - R. Aliev AU - T. Khaniev AU - B. Gever TI - Weak convergence theorem for ergodic distribution of stochastic process with a discrete interference of change and generalized reflecting barrier JO - Teoriâ veroâtnostej i ee primeneniâ PY - 2015 SP - 594 EP - 605 VL - 60 IS - 3 UR - http://geodesic.mathdoc.fr/item/TVP_2015_60_3_a8/ LA - ru ID - TVP_2015_60_3_a8 ER -
%0 Journal Article %A R. Aliev %A T. Khaniev %A B. Gever %T Weak convergence theorem for ergodic distribution of stochastic process with a discrete interference of change and generalized reflecting barrier %J Teoriâ veroâtnostej i ee primeneniâ %D 2015 %P 594-605 %V 60 %N 3 %U http://geodesic.mathdoc.fr/item/TVP_2015_60_3_a8/ %G ru %F TVP_2015_60_3_a8
R. Aliev; T. Khaniev; B. Gever. Weak convergence theorem for ergodic distribution of stochastic process with a discrete interference of change and generalized reflecting barrier. Teoriâ veroâtnostej i ee primeneniâ, Tome 60 (2015) no. 3, pp. 594-605. http://geodesic.mathdoc.fr/item/TVP_2015_60_3_a8/
[1] Aliyev R. T., Khaniyev T. A., Kesemen T., “Asymptotic expansions for the moments of the semi-Markovian random walk with gamma distributed interference of chance”, Commun. Statist. Theory Methods, 39:1 (2010), 130–143 | DOI | MR | Zbl
[2] Aliyev R. T., “Inventory model type of $(s,S)$ with subexponential distributed demands”, Mezhdunarodnaya konferentsiya «Teoriya veroyatnostei i ee prilozheniya», posvyaschennaya 100-letiyu so dnya rozhdeniya B. V. Gnedenko (Moskva, 26–30 iyunya 2012 g.), Tezisy dokladov, LENAND, M., 2012, 77–78
[3] Borovkov A. A., Teoriya veroyatnostei, URSS, M., 2003, 470 pp.
[4] Ezhov I. I., Shurenkov V. M., “Ergodicheskie teoremy, svyazannye s markovskim svoistvom sluchainykh protsessov”, Teoriya veroyatn. i ee primen., 21:3 (1976), 635–639 | MR | Zbl
[5] Feller V., Vvedenie v teoriyu veroyatnostei i ee prilozheniya, t. 2, Mir, M., 1984, 751 pp. | MR
[6] Gikhman I. I., Skorokhod A. V., Teoriya sluchainykh protsessov, t. 2, Nauka, M., 1973, 639 pp. | MR
[7] Khaniyev T. A., Aliyev R. T., Gever B., “Weak convergence theorem for ergodic distribution of a semi-Markovian random walk with a generalized reflecting barrier”, 8th World Congress in Probability and Statistics (Istanbul, 9–14 July 2012), 2012, 187
[8] Khaniev T. A., Ünver İ., Maden S., “On the semi-Markovian random walk with two reflecting barriers”, Stoch. Anal. Appl., 1:5 (2001), 799–819 | DOI | MR
[9] Rogozin B. A., “O raspredelenii velichiny pervogo pereskoka”, Teoriya veroyatn. i ee primen., 9:3 (1964), 498–515 | MR | Zbl