Asymptotic Rate for Weak Convergence of the Distribution of Renewal-Reward Process with a Generalized Reflecting Barrier


Khaniyev T., Gever B., HANALİOĞLU Z.

3rd International Conference on Applied Mathematics and Approximation Theory (AMAT), Ankara, Türkiye, 18 - 21 Mayıs 2015, cilt.441, ss.313-331 identifier identifier

  • Cilt numarası: 441
  • Doi Numarası: 10.1007/978-3-319-30322-2_22
  • Basıldığı Şehir: Ankara
  • Basıldığı Ülke: Türkiye
  • Sayfa Sayıları: ss.313-331

Özet

In this study, a renewal-reward process (X(t)) with a generalized reflecting barrier is constructed mathematically and under some weak conditions, the ergodicity of the process is proved. The explicit form of the ergodic distribution is found and after standardization, it is shown that the ergodic distribution converges to the limit distribution R(x), when lambda -> infinity, i. e.,