Asymptotic expansion for the third order moment of the renewal-reward process

In this manuscript renewal-reward process is investigated and an exact formula for the third moment of this process is obtained. Moreover, as main result, an asymptotic expansions as for the third moment is derived.

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Publication Details

Journal
Baku Mathematical Journal
Published
2025-03-30
DOI
https://doi.org/10.32010/j.bmj.2025.01
Primary Topic
Stochastic processes and financial applications
Type
article
Field-Weighted Citation Impact
0.00

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article

Asymptotic expansion for the third order moment of the renewal-reward process

Aytekin Abdullayeva
Baku Mathematical Journal
Stochastic processes and financial applications
article

Asymptotic expansion for the third order moment of the renewal-reward process

Aytekin Abdullayeva
article en

Abstract

In this manuscript renewal-reward process is investigated and an exact formula for the third moment of this process is obtained. Moreover, as main result, an asymptotic expansions as for the third moment is derived.

Baku Mathematical JournalVol. 4(1)
Azerbaijan State Oil and Industry University (AZ)
Baki Dövlət Universiteti
Openalex Percentile: Top 90%
Stochastic processes and financial applications
DOIOpen Access PDFOpenAlex
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