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Extreme value theory for a thermal energy storage model

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  • Gomes, João

Abstract

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 = max([beta]Xn, [alpha][beta]Xn + Yn +1). 0 [less-than-or-equals, slant] [alpha]

Suggested Citation

  • Gomes, João, 1996. "Extreme value theory for a thermal energy storage model," Statistics & Probability Letters, Elsevier, vol. 30(1), pages 25-31, September.
    • Handle: RePEc:eee:stapro:v:30:y:1996:i:1:p:25-31
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    References listed on IDEAS

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    1. Priscilla E. Greenwood & Gerard Hooghiemstra, 1988. "An Extreme-Type Limit Law for a Storage Process," Mathematics of Operations Research, INFORMS, vol. 13(2), pages 232-242, May.
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