On the Limit Behavior of a Multi-Compartment Storage Model with an Underlying Markov Chain. II. With Normalization.

Abstract

This 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 and second moment conditions, the limit behavior of the compartments are examined. It is shown that the diverging compartments under suitable normalization converge to functionals of multivariate Brownian motion, independent of those compartments which converge without normalization. Keywords: Random variables; Asymptotic normality. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Feb 01, 1985
Accession Number
ADA161661

Entities

People

  • Eric S. Tollar

Organizations

  • Florida State University

Tags

DTIC Thesaurus Topics

  • Asymptotic Normality
  • Brownian Motion
  • Continuity
  • Convergence
  • Data Science
  • Information Science
  • Markov Chains
  • Markov Processes
  • Military Research
  • New York
  • Normality
  • Probability
  • Random Variables
  • Random Walk
  • Sequences
  • Statistics

Fields of Study

  • Mathematics

Readers

  • Mathematical Modeling and Probability Theory.