ASYMPTOTIC BEHAVIOUR OF THE SKEWNESS COEFFICIENT AND EXCESS KURTOSIS OF THE RENEWAL-REWARD PROCESS WITH DEPENDENT COMPONENTS

Authors

• Afaq E. Abdullayeva, Azerbaijan State Oil and Industry University, Baku, Azerbaijan
• Rovshan T. Aliyev, Baku State University

Page

70-76

Abstract

This paper investigates the skewness and excess kurtosis of renewal-reward process with dependent components, expanding upon classical renewal theory by incorporating dependency structures among the components. We goal to derive expressions for the skewness coefficient and excess kurtosis and explore how dependencies infuence the behavior of the renewal-reward process.

Recommended Citation

E. Abdullayeva, Afaq and T. Aliyev, Rovshan (2026) "ASYMPTOTIC BEHAVIOUR OF THE SKEWNESS COEFFICIENT AND EXCESS KURTOSIS OF THE RENEWAL-REWARD PROCESS WITH DEPENDENT COMPONENTS," Baku Mathematical Journal: Vol. 5: Iss. 1, Article 7.
DOI: 10.32010/j.bmj.2026.07
Available at: https://www.bakumathj.org/home/vol5/iss1/7