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arxiv: 1107.4749 · v1 · pith:C5XKBJNGnew · submitted 2011-07-24 · 🧮 math.PR

Uniform moment bounds of multi-dimensional functions of discrete-time stochastic processes

classification 🧮 math.PR
keywords uniformboundconditionsdiscrete-timefunctionsmomentprocessstochastic
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We establish conditions for uniform $r$-th moment bound of certain $\R^d$-valued functions of a discrete-time stochastic process taking values in a general metric space. The conditions include an appropriate negative drift together with a uniform $L_p$ bound on the jumps of the process for $p > r + 1$. Applications of the result are given in connection to iterated function systems and biochemical reaction networks.

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