- Turkish Journal of Mathematics and Computer Science
- Vol: 1, 2013
- Asymptotic approach to boundary functionals of a semi-markovian random walk with generalized delayin...
Asymptotic approach to boundary functionals of a semi-markovian random walk with generalized delaying barrier
Authors : Tahir Khaniyev, Ali Akbar Fattahpour Marandi, İhsan Ünver, Özlem Ardıç
Pages : 44-53
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Publication Date : 2016-05-26
Article Type : Research
Abstract :In this study, a semi-Markovian random walk process with a generalized delaying barrier and its three boundary functionals (N1; 1; 1) are mathematically constructed. Under some weak conditions, exact ex pressions and asymptotic expansions for the expected values and variances of these boundary functionals are obtained.Keywords : Semi- Markovian random walk, delaying barrier, boundary functional, asymptotic expansion, renewal function, ladder height