Czasopisma Naukowe w Sieci (CNS)

Recurrence classification for a family of non-linear storage models

  1. Peter W. Glynn
  2. John E. Glynn
  3. Sanatan Rai

Abstract

RECURRENCE CLASSIFICATION FOR A FAMILY OF NON-LINEAR STORAGE MODELS

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

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Probability and Mathematical Statistics

37, z. 2, 2017

Strony od 337 do 353

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