An analytical approach to calculating stationary PDFs for reflected random walks with an application to BESS-based ramp-rate control
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arXiv
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| Format: | Preprint |
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2026
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| author | Colchero, Carlos Jiménez-Arreguín, Diego Herrera, Álvaro Pérez-García, Jorge E. Probst, Oliver |
| author_facet | Colchero, Carlos Jiménez-Arreguín, Diego Herrera, Álvaro Pérez-García, Jorge E. Probst, Oliver |
| contents | A Wiener-Hopf-type integral equation for the stationary PDF of a reflected random walk is derived rigorously based on modern probability theory, and an application to battery energy storage systems (BESS), specifically the sizing of the inverter, is discussed in depth. The methodological steps include the construction of a Markov kernel, the derivation of a Fredholm integral equation of the second kind for the PDF of the BESS power, and an analytical solution of the equation based on a Neumann series. The analytical results were compared against numerical solutions obtained with the Nystrom method, as well as against the results of an algorithmic simulation using simulated input time series. The use of truncated versions of the analytic solution allows for the construction of simplified design rules for the power systems practitioner. General insights into inverter sizing criteria of storage systems for ramp-rate control of variable renewable energy (VRE) sources such as wind and solar are provided. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2605_12405 |
| institution | arXiv |
| publishDate | 2026 |
| record_format | arxiv |
| spellingShingle | An analytical approach to calculating stationary PDFs for reflected random walks with an application to BESS-based ramp-rate control Colchero, Carlos Jiménez-Arreguín, Diego Herrera, Álvaro Pérez-García, Jorge E. Probst, Oliver Mathematical Physics Probability Data Analysis, Statistics and Probability A Wiener-Hopf-type integral equation for the stationary PDF of a reflected random walk is derived rigorously based on modern probability theory, and an application to battery energy storage systems (BESS), specifically the sizing of the inverter, is discussed in depth. The methodological steps include the construction of a Markov kernel, the derivation of a Fredholm integral equation of the second kind for the PDF of the BESS power, and an analytical solution of the equation based on a Neumann series. The analytical results were compared against numerical solutions obtained with the Nystrom method, as well as against the results of an algorithmic simulation using simulated input time series. The use of truncated versions of the analytic solution allows for the construction of simplified design rules for the power systems practitioner. General insights into inverter sizing criteria of storage systems for ramp-rate control of variable renewable energy (VRE) sources such as wind and solar are provided. |
| title | An analytical approach to calculating stationary PDFs for reflected random walks with an application to BESS-based ramp-rate control |
| topic | Mathematical Physics Probability Data Analysis, Statistics and Probability |
| url | https://arxiv.org/abs/2605.12405 |