Zulfiyya MAMMADOVA, Tahir KHANİYEV, İhsan ÜNVER

Normal Müdahaleli Ödüllü Yenileme Sürecinin Sınır Fonksiyonelleri Üzerine

Bu çalışmada Normal müdahaleli ödüllü yenileme süreci (X(t)) matematiksel olarak tanımlanmış ve bu sürecin iki sınır fonksiyoneli (N1 ve τ1) ele alınmıştır. Bu fonksiyonellerin momentleri arasında kesin bir bağıntı kurulmuş ve daha sonra hem N1 hem de τ1 in ilk dört momenti için asimptotik açılımlar elde edilmiştir.

Anahtar Kelimeler:

Ödüllü yenileme süreci, Normal müdahale, Sınır fonksiyonelleri, Momentler, Asimptotik açılım

On the Boundary Functionals of the Renewal Reward Process with Normal Interference of Chance

In this study, a renewal reward process (X(t)) with Normal interference of chance is mathematically constructed and two boundary functionals (N1 and τ1) of this process are considered. A relationship between the moments of the boundary functional N1 and τ1 are established, and then, the asymptotic expansions for the first four moments of these boundary functionals are obtained.

Keywords:

Renewal reward process Normal distribution, Boundary functionals, Moments, Discrete interference of chance, Asymptotic expansion,

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