Moment conditions for a sequence with negative drift to be uniformly bounded in L^r

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dc.creatorPemantle, Robin
dc.creatorRosenthal, Jeffrey S.
dc.date2004-04-05
dc.date.accessioned2026-07-07T05:07:08Z
dc.date.available2026-07-07T05:07:08Z
dc.descriptionSuppose a sequence of random variables {X_n} has negative drift when above a certain threshold and has increments bounded in L^p. When p>2 this implies that EX_n is bounded above by a constant independent of n and the particular sequence {X_n}. When p=<2 there are counterexamples showing this does not hold. In general, increments bounded in L^p lead to a uniform L^r bound on X_n^+ for any r<p-1, but not for r>=p-1. These results are motivated by questions about stability of queueing networks.
dc.description18 pages
dc.identifierhttps://arxiv.org/abs/math/0404093
dc.identifierhttp://arxiv.org/abs/math/0404093
dc.identifierStoch. Proc. Appl., 82, 143 - 155 (1999)
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/70741
dc.subjectProbability
dc.subject60G07 (Primary) 60F25 (Secondary)
dc.titleMoment conditions for a sequence with negative drift to be uniformly bounded in L^r
dc.typetext

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