Recurrence classification for a family of non-linear storage models

• Autorzy: Glynn P. W. , Glynn J. E. , Rai S.

Identyfikatory

DOI

10.19195/0208-4147.37.2.8

• Języki publikacji: EN

Abstrakty

EN

Necessary and sufficient conditions for positive recurrence of a discrete-time non-linear storage model with power law dynamics are derived. In addition, necessary and sufficient conditions for finiteness of p-th stationary moments are obtained for this class of models.

Słowa kluczowe

EN

Markov chains; storage theory; positive recurrence; Lyapunov functions

• Wydawca: Wrocław University of Science and Technology
• Czasopismo: Probability and Mathematical Statistics
• Rocznik: 2017
• Tom: Vol. 37, Fasc. 2
• Strony: 337--353
• Opis fizyczny: Bibliogr. 21 poz.

Twórcy

autor

Glynn P. W.

• Dept. of Management Science and Engineering, Stanford University, Stanford, CA, 94305, U.S.

autor

Glynn J. E.

• Ottawa

autor

Rai S.

• Man Group, London, U.K.

Bibliografia

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Uwagi

Dedicated to Professor Tomasz Rolski on the occasion of his 70th birthday.

Opracowanie rekordu w ramach umowy 509/P-DUN/2018 ze środków MNiSW przeznaczonych na działalność upowszechniającą naukę (2019).