Recurrence classification for a family of non-linear storage models
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Published:2018-05-14
Issue:2
Volume:37
Page:337-353
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ISSN:2300-8113
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Container-title:Probability and Mathematical Statistics
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language:
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Short-container-title:pms
Author:
Glynn Peter W.,Rai Sanatan,Glynn John E.
Abstract
RECURRENCE CLASSIFICATION FOR A FAMILY OF NON-LINEAR STORAGE MODELSNecessary 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.
Publisher
Wydawnictwo Uniwersytetu Wroclawskiego
Subject
Statistics and Probability