Three-term asymptotic expansion: A semi-Markovian random walk with a generalized beta distributed interference of chance

Tülay Kesemen, Zafer Küçük, Tahir Khaniyev and Çisem Öçal

Communications in Statistics - Theory and Methods, 2017, vol. 46, issue 3, 1445-1455

Abstract: A semi-Markovian random walk process (X(t)) with a generalized beta distribution of chance is considered. The asymptotic expansions for the first four moments of the ergodic distribution of the process are obtained as E(ζn) → ∞ when the random variable ζn has a generalized beta distribution with parameters (s, S, α, β); α, β > 1, 0 ⩽ s

Date: 2017
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DOI: 10.1080/03610926.2015.1019148

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