Moment conditions for a sequence with negative driftto be uniformly bounded in
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چکیده
Suppose a sequence of random variables fX n g has negative drift when above a certain threshold and has increments bounded in L p. When p > 2 this implies that EX n is bounded above by a constant independent of n and the particular sequence fX n g. When p 2 there are counterexamples showing this does not hold. In general, increments bounded in L p lead to a uniform L r bound on X + n for any r < p ? 1, but not for r p ? 1. These results are motivated by questions about stability of queueing networks.
منابع مشابه
Moment conditions for a sequence with negative drift to be uniformly bounded in L
Suppose a sequence of random variables {Xn} has negative drift when above a certain threshold and has increments bounded in Lp. When p > 2 this implies that EXn is bounded above by a constant independent of n and the particular sequence {Xn}. When p ≤ 2 there are counterexamples showing this does not hold. In general, increments bounded in Lp lead to a uniform Lr bound on X+ n for any r < p − 1...
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Suppose a sequence of random variables fX n g has negative drift when above a certain threshold and has increments bounded in L p. When p > 2 this implies that EX n is bounded above by a constant independent of n and the particular sequence fX n g. When p 2 there are counterexamples showing this does not hold. In general, increments bounded in L p lead to a uniform L r bound on X + n for any r ...
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تاریخ انتشار 1998