On boundedness of stochastic sequences and estimates of their moments (Q1972642)
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scientific article; zbMATH DE number 1431672
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| English | On boundedness of stochastic sequences and estimates of their moments |
scientific article; zbMATH DE number 1431672 |
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On boundedness of stochastic sequences and estimates of their moments (English)
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13 April 2000
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Let \(X_n\), \(n=0,1,\dots \), be a random process on \({\mathbb R}^+\). In the first section, the known submartingale-type conditions for ``positive recurrence'' are relaxed. Conditions are also given under which \(\{ X_n\}\) is bounded in distribution. In the second section, similar estimates are presented for the exponential moments of \(X_n\). The boundedness problem for moments of \(X_n\) is studied in the third section.
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stochastic sequence
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0.7728961110115051
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0.7482390999794006
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