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arxiv: 1304.5169 · v2 · pith:BQDDXOOQnew · submitted 2013-04-18 · 🧮 math.PR

Moment growth bounds on continuous time Markov processes on non-negative integer lattices

classification 🧮 math.PR
keywords processessufficienttimeclassconditionconditionscontinuousgrowth
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We consider Markov processes in continuous time with state space $\posint^N$ and provide two sufficient conditions and one necessary condition for the existence of moments $E(\|X(t)\|^r)$ of all orders $r \in \nat$ for all $t \geq 0$. The sufficient conditions also guarantee an exponential in time growth bound for the moments. The class of processes studied have finitely many state independent jumpsize vectors $\nu_1,\dots,\nu_M$. This class of processes arise naturally in many applications such as stochastic models of chemical kinetics, population dynamics and queueing theory for example. We also provide a necessary and sufficient condition for stochiometric boundedness of species in terms of $\nu_j$.

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