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Mathematical and Computational Applications is published by MDPI from Volume 21 Issue 1 (2016). Articles in this Issue were published by another publisher in Open Access under a CC-BY (or CC-BY-NC-ND) licence. Articles are hosted by MDPI on mdpi.com as a courtesy and upon agreement with the previous journal publisher.
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Math. Comput. Appl. 2008, 13(1), 41-50; https://doi.org/10.3390/mca13010041

On the Distributions of a Renewal Reward Process and It’s Additive Functional

1
Karadeniz Technical University, Faculty of Arts and Sciences, Department of Statistics and Computer Sciences, 61080, Trabzon, Turkey
2
Karadeniz Technical University, Faculty of Arts and Sciences, Department of Mathematics, 61080, Trabzon, Turkey
3
Institute of Cybernetics of Azerbaijan National Academy of Sciences, F. Agayev str.9, Az 1141, Baku, Azerbaijan
*
Author to whom correspondence should be addressed.
Published: 1 April 2008
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Abstract

In this study, a renewal reward process with a discrete interference of chance (X(t)) is constructed and distribution of the process X(t) is investigated. One dimensional distribution of the process X(t) is given by means of the probability characteristics of the renewal processes {Tn } and {Sn }. Moreover, one dimensional distribution function of the additive functional Jf(t) of the process X(t) is expressed by the probability characteristics of the initial sequences of the random variables {ξn} and {ηn}.
Keywords: Renewal Reward Process; Additive Functional; Finite DimensionalDistribution; Discrete Interference of Chance Renewal Reward Process; Additive Functional; Finite DimensionalDistribution; Discrete Interference of Chance
This is an open access article distributed under the Creative Commons Attribution License (CC BY 3.0).
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Khaniyev, T.; Aliyev, R.; Küçük, Z.; Bekar, N.O. On the Distributions of a Renewal Reward Process and It’s Additive Functional. Math. Comput. Appl. 2008, 13, 41-50.

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