Some limit theorems for an energy storage model

DOI10.1016/0304-4149(86)90119-5MaRDI QIDQ1094007zbMATH OpenOpenAlexFDO

Authors Gerard Hooghiemstra, Carel L. Scheffer

Publication date 1986

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0304-4149(86)90119-5

zbMATH Keywords

Laplace transformsolar energy modelstationary distribution

Mathematics Subject Classification ID

Limit theorems in probability theory (60F99) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30) Inventory, storage, reservoirs (90B05)

Review text

The stationary distribution of a solar energy model is studied when one of the parameters (\(\beta)\) of the model approaches its critical value 1. For the case that the input distribution function has a polynomial tail we show that the stationary distribution of the model converges weakly to a proper limit distribution, whose Laplace transform can be calculated explicitly. This is important since previous publications showed that for \(\beta\) close to 1 approximation results become very inaccurate.

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Cites work

• A thermal energy storage process with controlled input
• Calculation of the equilibrium distribution for a solar energy storage model
• Limit laws for the maximum of weighted and shifted i.i.d. random variables
• New bounds for the thermal energy storage process with stationary input
• Sur la distribution limite du terme maximum d'une série aléatoire

Cited in

(10)

• Extreme value theory for a thermal energy storage model
• On the stationary law of a nonlinear autoregressive Markov chain
• Extremes and clustering of nonstationary max-AR(1) sequences
• scientific article; zbMATH DE number 4139456 (Why is no real title available?)
• scientific article; zbMATH DE number 4159831 (Why is no real title available?)
• Calculation of the equilibrium distribution for a solar energy storage model
• An Extreme-Type Limit Law for a Storage Process
• On the density arising from the domain of attraction of an operator interpolating between sum and supremum: the \(\alpha\)-sun operator
• On the domain of attraction of an operator between supremum and sum
• Strong law and central limit theorem for a process between maxima and sums

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