On the stochastic process with light and heavy-tailed general interference of chance

In this study the stochastic process which describe so called probabilistic inventory control model is considered. The explicit formula for the n th order moments of ergodic distribution of this process is obtained and the behavior of the ergodic distribution investigated, when the distribution of the interference of chance belongs to class of lighttailed distributions. The case, when the distribution of the interference of chance belongs to class of heavy-tailed distributions is also examined.