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dc.contributor.authorBektaş Kamışlık, Aslıen_US
dc.contributor.authorKesemen, Tülayen_US
dc.contributor.authorKhaniyev, Tahiren_US
dc.date.accessioned2020-10-19T09:32:55Z
dc.date.available2020-10-19T09:32:55Z
dc.date.issued2018
dc.identifier.citationBektaş Kamışlık, A., Kesemen, T. & Khaniyev, T. (2018). On the moments for ergodic distribution of an inventory model of type (s; S) with regularly varying demands having infinite variance. TWMS Journal of Applied and Engineering Mathematics, 8(1A), 318-329.en_US
dc.identifier.issn2146-1147en_US
dc.identifier.issn2587-1013en_US
dc.identifier.urihttp://belgelik.isikun.edu.tr/xmlui/handle/iubelgelik/2670
dc.identifier.urihttp://jaem.isikun.edu.tr/web/index.php/archive/98-vol8no1a/349
dc.description.abstractIn this study a stochastic process X(t) which represents a semi Markovian inventory model of type (s,S) has been considered in the presence of regularly varying tailed demand quantities. The main purpose of the current study is to investigate the asymptotic behavior of the moments of ergodic distribution of the process X(t) when the demands have any arbitrary distribution function from the regularly varying subclass of heavy tailed distributions with infinite variance. In order to obtain renewal function generated by the regularly varying random variables, we used a special asymptotic expansion provided by Geluk [14]. As a first step we investigate the current problem with the whole class of regularly varying distributions with tail parameter 1 < ? < 2 rather than a single distribution. We obtained a general formula for the asymptotic expressions of n th order moments (n = 1, 2, 3, . . .) of ergodic distribution of the process X(t). Subsequently we consider this system with Pareto distributed demand random variables and apply obtained results in this special case.en_US
dc.description.sponsorshipThe authors wish to thank to Scientific and Technological Research Council of Turkey TUBITAK, for the financial support. Project Number: 115F221.en_US
dc.language.isoenen_US
dc.publisherIşık University Pressen_US
dc.relation.ispartofTWMS Journal of Applied and Engineering Mathematicsen_US
dc.rightsinfo:eu-repo/semantics/openAccessen_US
dc.rightsAttribution-NonCommercial-NoDerivs 3.0 United States*
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/3.0/us/*
dc.subjectSemi Markovian inventory modelen_US
dc.subjectRenewal reward processen_US
dc.subjectRegular variationen_US
dc.subjectMomentsen_US
dc.subjectAsymptotic expansionen_US
dc.subjectMarkovian random-walken_US
dc.subject2nd momenten_US
dc.subjectRenewalen_US
dc.subjectS,Sen_US
dc.titleOn the moments for ergodic distribution of an inventory model of type (s; S) with regularly varying demands having infinite varianceen_US
dc.typeArticleen_US
dc.description.versionPublisher's Versionen_US
dc.identifier.volume8
dc.identifier.issue1A
dc.identifier.startpage318
dc.identifier.endpage329
dc.peerreviewedYesen_US
dc.publicationstatusPublisheden_US
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Başka Kurum Yazarıen_US


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