On the Limit Behavior of a Multi-Compartment Storage Model with an Underlying Markov Chain. I. Without Normalization.

Abstract

The present paper considers a multi-compartment storage model with one way flow. The inputs and outputs for each compartment are controlled by a denumerable state Markov chain. Assuming finite first moments, it is shown that certain compartments converge in distribution while others diverge, based on appropriate first moment conditions on the inputs and outputs. Keywords: Storage model; Markov chain; Dual Markov chain; Auxillary Markov chain.

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Document Details

Document Type
Technical Report
Publication Date
Feb 01, 1985
Accession Number
ADA161293

Entities

People

  • Eric S. Tollar

Organizations

  • Florida State University

Tags

DTIC Thesaurus Topics

  • Markov Chains
  • Markov Processes
  • Materials
  • Mathematics
  • Military Research
  • Probability
  • Random Variables
  • Statistics
  • Stochastic Processes

Fields of Study

  • Mathematics

Readers

  • Mathematical Modeling and Probability Theory.