Recurrence classification for a family of non-linear storage models
DOI:
https://doi.org/10.19195/0208-4147.37.2.8Słowa kluczowe:
Markov chains, storage theory, positive recurrence, Lyapunov functionsAbstrakt
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.
