Recurrence Classification for a Family of Non-linear Storage ModelsPeter W. Glynn, John E. Glynn, and Sanatan Rai Probability and Mathematical Statistics, Volume 37, Issue 2 (2017). Necessary and sufficient conditions for positive recurrence of a discrete-time non-linear storage model with power law dynamics are derived. In addition, necessary and sufficient conditions for finiteness of $p$-th stationary moments are obtained for this class of models. |