A process to store solar energy to be used as thermal energy, with controlled input, may be represented by a stochastic process Xn, N = 0, 1, 2, ... with initial value Xo and a sequence of independent, identically distributed (i.i.d.) nonnegative random variables, Yi, i [epsilon] , where Xn + 1...

Consider a stochastic process {Xn}, n = 0, 1, 2, ... with initial value X0 and a sequence of independent, random variables, {Yi}, i [epsilon] N with exponential distribution with parameter one, where Xn+1 = max(Xn, [alpha]Xn + Yn+1), 0 [alpha] 1. In this paper, we show that this sequence...