Dergiler / Turkish Journal of Mathematics and Computer Science / 2015 / Volume 3, 2015

Investigation of Boundary Functionals for Renewal-Reward Process with a Generalized Reflecting Barrier

Sayfa
1–14
DOI
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Abstract

In this study, renewal - reward process with a generalized reflecting barrier (X(t)) and its three boundary functionals are mathematically constructed. Next, the asymptotic expansions are obtained for the first four moments of these boundary functionals of the process X(t).