Ph.D. Tezi Görüntüleme

       In this thesis, semi-Markov, a model called as “The renewal reward processes”, is considered and the stochastic process expressed by this model is constructed mathematically. Then, the boundary functionals, the ergodicity, the ergodic distribution function and the ergodic moments of this process thoroughly investigated in a few sections.

       Besides, the exact and asymptotic results are obtained for the first initial moments of the boundary functional of the renewal reward processes with gamma and Weibull interference of chance. Using these results, the first four central moments and asymmetry-symmetry coefficients of the boundary functionals of the mentioned processes are given asymptotically. Furthermore, the ergodicity of these processes is proved, the exact and asymptotic results are obtained for the ergodic distribution function and the ergodic moments, and the weak convergence theorem is obtained for the ergodic distribution function of these processes. In addition, by means of the obtained asymptotic results, the simulation results are given for the moments of the representing interference time boundary functional of the renewal reward and the ergodic distribution function of the renewal reward processes with gamma and Weibull interference of chance.