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Contents of PMS, Vol. 37, Fasc. 2,
pages 337 - 353
 

RECURRENCE CLASSIFICATION FOR A FAMILY OF NON-LINEAR STORAGE MODELS

Peter W. Glynn
John E. Glynn
Sanatan Rai

Abstract: 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.

2010 AMS Mathematics Subject Classification: Primary: 60J05; Secondary: 60J20.

Keywords and phrases: Markov chains, storage theory, positive recurrence, Lyapunov functions.

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