Stationarity and existence of moments for some processes in Transport Protocols
نویسندگان
چکیده
This note establishes stationarity of a number of stochastic processes of interest in the study of Transport Protocols. For many of the processes studied in this note stationarity had been established before, but for one class the result is new. For that class, it was counterintuitive that stationarity was hard to prove. This note also explains why that class offered such stiff resistance. The stationarity is proven using Liapunov functions, without first proving tightness by proving boundedness of moments. After the 2006 MAMA workshop simple conditions for existence and boundedness of such moments were obtained and were added to this note.
منابع مشابه
Extraction of model parameters for reactive solute transport
In the present study, tried to examine the reactive solute relationships for transport and degradation processes through the rockfill media. By applying the analytical solution of reactive transport, the 1st to 3rd theoretical temporal moments have been extracted then, by using two methods of curve fitting and temporal moment matching, the coefficients of dispersion and degradation have been ex...
متن کاملOn Markov-switching ARMA processes – stationarity, existence of moments and geometric ergodicity
The probabilistic properties of R-valued Markov-Switching ARMA processes with a general state space parameter chain are analysed. Stationarity and ergodicity conditions are given and a feasible general stationarity condition based on a tailor-made norm is introduced. Moreover, it is shown that causality of all individual regimes is neither a necessary nor a sufficient criterion for strict negat...
متن کاملMultivariate COGARCH(1,1) processes
Multivariate COGARCH(1,1) processes are introduced as a continuous-time models for multidimensional heteroskedastic observations. Our model is driven by a single multivariate Lévy process and the latent timevarying covariance matrix is directly specified as a stochastic process in the positive semidefinite matrices. After defining the COGARCH(1,1) process, we analyze its probabilistic propertie...
متن کاملP153: Transcranial Direct Current Stimulation (tDCS) for the Treatment of PTSD: A Brief Review of Effectiveness
Cognitive neuroscience prefers a reductionist approach to normal and abnormal brain functions. So, it tries to reducing causes and indices of cognitive and neural processes, in order to increases the accuracy in investigation and manipulation of variables. As a comparison, common diagnostic criteria for mental disorders utilize multidimensional global criteria that existence of some non-overlap...
متن کاملInvestigating the effect of flow entrance and existence of baffle on sedimentation efficiency using Discrete Phase Model (DPM)
Presence of salts in water has been one of the biggest problems of industrial equipment such as evaporators, boilers, and pipes. These salts gradually form scales on evaporators and boilers tubes and reduce their efficiency. Pretreatment processes are conducted to remove these salts; with sedimentation tanks being one of the essential equipment used in these processes. This study numerically si...
متن کامل