Recurrence classification for a family of non-linear storage models
Słowa kluczowe:Markov chains, storage theory, positive recurrence, Lyapunov functions
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.