Approximation Formulas for the Ergodic Moments of Gaussian Random Walk with a Reflecting Barrier

Autor:	Zulfiyya Mammadova, Basak Gever, Tahir Khaniyev
Rok vydání:	2013
Předmět:	Closed and exact differential forms symbols.namesake Gaussian Mathematical analysis Ergodicity symbols Ergodic theory Stationary ergodic process Asymptotic expansion Random walk Gaussian random field Mathematics
Zdroj:	Advances in Applied Mathematics and Approximation Theory ISBN: 9781461463924
DOI:	10.1007/978-1-4614-6393-1_13
Popis:	In this study, Gaussian random walk process with a generalized reflecting barrier is constructed mathematically. Under some weak conditions, the ergodicity of the process is discussed and exact form of the first four moments of the ergodic distribution is obtained. After, the asymptotic expansions for these moments are established. Moreover, the coefficients of the asymptotic expansions are expressed by means of numerical characteristics of a residual waiting time.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::5297b139296cb62975d8620d4b331df1 https://doi.org/10.1007/978-1-4614-6393-1_13 Zobrazit plný text záznamu