Geodesic
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 
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/
@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

Voir la notice de l'article provenant de la source Math-Net.Ru

[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