M.Sc Tezi Görüntüleme

Student:	Tülay KESEMEN
Supervisor:	Asst.Prof. Dr. Tahir KHANİEV
Department:	Mathematics
Institution:	Graduate School of Natural and Applied Sciences
University:	Karadeniz Technical University, Turkey

Title of the Thesis:	INVESTİGATED THE EXTENDED MODELS OF TYPE (S,S) BY ANALYTİC AND ASYMPTOTİC METHODS
Level:	M.Sc
Acceptance Date:	27/8/2001
Number of Pages:	98
Registration Number:	i1202

Summary:

Besides, boundary functional and additive functional of this process are constructed mathematically and investigated.

Under some weak assumptions the ergodicity of this process is discussed and function of ergodic distribution of this process is found explicitly.

In addition to these, the characteristic function of ergodic distribution of this process is expressed by means of boundary functional S_N(z) and exact formulas for first and second moments of ergodic distribution of this process are obtained by using them.

Based on the above results, asymptotic result for expectation, variance and standard deviation of ergodic distribution of process are obtained when the random variable has a uniform distribution, as S-->(infinite).

Keywords:Renewal process, reward renewal process, random walk process, semi-Markov random walk process, boundary functional, additive functional, asymptotic behaviour.

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