M.Sc. 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. Under some weak assumptions, the ergodicity of this process is discussed. Using these results, the asymptotic expansions for the first four moments of the boundary functionals are established as E(ζ_n )→∞ when random variable ζ_n has a Pareto distribution with parameters (α,λ). Finally, the accuracy of the approximation formula is tested by the Monte Carlo simulation method.