M.Sc. Tezi Görüntüleme

       In this paper a semi-Markov random walk process (X(t)) with a generalized beta distributed of chance is considered. X(t) is constructed mathematically and exact formulas for the first four moments of the ergodic distribution of the process are obtained. Using these expressions the asymptotic expansions for the first four moments of the ergodic distribution of the process are found as E(&#950;_n )&#8594;&#8734; when the random variable &#950;_n has a generalized beta distribution with parameters (s,S,&#945;,&#946;), 0<s&#8804;S<&#8734; . Moreover, the asymptotic expansions for the skewness and kurtosis of the ergodic distribution of the process X(t) are established. Finally, the accuracy of the approximation formula is tested by the Monte Carlo simulation method.