On a stochastic process with a heavy-tailed distributed component describing inventory model type of (s, S)

Rovshan Aliyev

Communications in Statistics - Theory and Methods, 2017, vol. 46, issue 5, 2571-2579

Abstract: In the present study, the stochastic process X(t) describing inventory model type of (s, S) with a heavy-tailed distributed demands is considered. The asymptotic expansions at sufficiently large values of parameter β = S − s for the ergodic distribution and nth-order moment of the process X(t) based on the main results of the studies Teugels (1968) and Geluk and Frenk (2011) are obtained.

Date: 2017
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DOI: 10.1080/03610926.2014.1002932

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