On the stationary characteristics of the extended model of type (s, S) with Gaussian distribution of summands

T Khaniyev, Z Mammadova - Journal of Statistical Computation …, 2006 - Taylor & Francis
In this study, an extended model of type (s, S) is considered and a semi-Markovian random
walk with Gaussian distribution of summands, which mathematically describes this model, is …

[PDF][PDF] On the Weak Convergence of the Ergodic Distribution for an Inventory Model of Type (s, S) ABSTRACT| FULL TEXT

T Khaniyev - Hacettepe Journal of Mathematics and Statistics, 2010 - dergipark.org.tr
In this study, a renewal-reward process with a discrete interference of chance is constructed.
This process describes in particular a semi-Markovian inventory model of type (s, S). The …

Asymptotic expansions for the moments of the Gaussian random walk with two barriers

T Khaniyev, Z Kucuk - Statistics & probability letters, 2004 - Elsevier
In this study, the semi-Markovian random walk (X (t)) with a normal distribution of summands
and two barriers in the levels 0 and β> 0 is considered. Moreover, under some weak …

On the semi-Markovian random walk with two reflecting barriers

TA Khanıev, İ Unver, S Maden - 2001 - Taylor & Francis
In this paper, the semi-Markovian random walk with two reflecting barriers is constructed
mathematically and non-stationary distribution functions of it are expressed by means of the …

Asymptotic expansions for the moments of a semi-Markovian random walk with exponential distributed interference of chance

T Khaniyev, T Kesemen, R Aliyev… - Statistics & Probability …, 2008 - Elsevier
In this paper, a semi-Markovian random walk process (X (t)) with a discrete interference of
chance is constructed and the ergodicity of this process is discussed. Some exact formulas …

Asymptotic expansions for the moments of the semi-Markovian random walk with Gamma distributed interference of chance

R Aliyev, T Khaniyev, T Kesemen - Communications in Statistics …, 2009 - Taylor & Francis
In this study, a semi-Markovian random walk with a discrete interference of chance (X (t)) is
considered and under some weak assumptions the ergodicity of this process is discussed …

Some asymptotic results for the semi-Markovian random walk with a special barrier

T Khaniyev - Turkish journal of Mathematics, 2003 - journals.tubitak.gov.tr
In this study, the semi-Markovian random walk with a special barrier (X (t)) is considered and
under some weak assumptions the ergodicity of this process is discussed. Moreover, the …

[PDF][PDF] Asymptotic expansions for the moments of the boundary functionals of the renewal reward process with a discrete interference of chance

R Aliyev, NO Bekar, T Khaniyev… - Mathematical and …, 2010 - abvs.giresun.edu.tr
In this study, two boundary functionals 1 N and 1 τ of the renewal reward process with a
discrete interference of chance () t (X) are investigated. A relation between the moment …

A novel replacement policy for a linear deteriorating system using stochastic process with dependent components

A Poladova, S Tekin, T Khaniyev - Applied Stochastic Models …, 2020 - Wiley Online Library
In this study, a mechanical system with linear deterioration and preventive maintenance is
considered. The state of the system over time is represented by a semicontinuous stochastic …

Rasgele hacimli genişletilmiş (s, S) tipli modellerin analitik ve asimptotik yöntemlerle incelenmesi

T Kesemen - 2006 - acikbilim.yok.gov.tr
Bu çalışmada,? Rasgele hacimli genişletilmiş (s, S) tipli modeller? denilen yarı-Markov bir
model ele alınmış ve bu modeli ifade eden stokastik süreç matematiksel …