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

Stochastic Processes and their Applications

Volumn 82, Issue 1, 1999, Pages 143-155

  Pemantle, Robin ^a   Rosenthal, Jeffrey S ^b  

^a UNIVERSITY OF WISCONSIN MADISON   (United States)

^b UNIVERSITY OF TORONTO   (Canada)

Author keywords

Lp; Linear boundary; Lyapunov function; Martingale; p th moments; Primary: 60G07; Queueing networks; Secondary: 60F25; Stochastic adversary; Supermartingale

Indexed keywords

EID: 0006540792     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4149(99)00012-5     Document Type: Article

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