THE ERGODIC MOMENTS OF SEMI- MARKOVIAN RANDOM WALK WITH A GENERALIZED DELAYING BARRIER

In this study, semi-Markovian random walk process X(t)) with a generalized delaying barrier is considered and the ergodic theorem for this process is proved under some weak conditions. Then, the exact expressions and asymptotic expansions for the first four ergodic moments of the processX(t)are obtained.

کلیدواژه ها:

Semi - Markovian random walk ، Delaying barrier ، Ergodic distribution ، Ergodic moments ، Asymptotic expansion ، Ladder height