On a stochastic process with a heavy-tailed distributed component describing inventory model type of (s, S)

摘要

In the present study, the stochastic process X (t) describing inventory model type of (s, S) with a heavy-tailed distributed demands is considered. The asymptotic expansions at sufficiently large values of parameter beta = S - s for the ergodic distribution and nth-order moment of the process X (t) based on the main results of the studies Teugels (1968) and Geluk and Frenk (2011) are obtained.