IDEAS home Printed from https://ideas.repec.org/a/eee/spapps/v82y1999i1p143-155.html
   My bibliography  Save this article

Moment conditions for a sequence with negative drift to be uniformly bounded in Lr

Author

Listed:
  • Pemantle, Robin
  • Rosenthal, Jeffrey S.

Abstract

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 0sequence {Xn}. When p[less-than-or-equals, slant]2 there are counterexamples showing this does not hold. In general, increments bounded in Lp lead to a uniform Lr bound on Xn+ for any r

Suggested Citation

  • Pemantle, Robin & Rosenthal, Jeffrey S., 1999. "Moment conditions for a sequence with negative drift to be uniformly bounded in Lr," Stochastic Processes and their Applications, Elsevier, vol. 82(1), pages 143-155, July.
    • Handle: RePEc:eee:spapps:v:82:y:1999:i:1:p:143-155
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0304-4149(99)00012-5
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Hu, Guoqing & You, Fengqi, 2023. "An AI framework integrating physics-informed neural network with predictive control for energy-efficient food production in the built environment," Applied Energy, Elsevier, vol. 348(C).
    2. Ankit Gupta & Corentin Briat & Mustafa Khammash, 2014. "A Scalable Computational Framework for Establishing Long-Term Behavior of Stochastic Reaction Networks," PLOS Computational Biology, Public Library of Science, vol. 10(6), pages 1-16, June.
    3. Qingling Wang, 2017. "Global External Stochastic Stabilization of Linear Systems with Input Saturation: An Alternative Approach," Complexity, Hindawi, vol. 2017, pages 1-7, August.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:spapps:v:82:y:1999:i:1:p:143-155. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/505572/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.