Author:
Phatarfod R. M.,Mardia K. V.
Abstract
The paper considers the dam problem with Markovian inputs, with special reference to the serial correlation coefficient of the input process. An input model is proposed which by giving particular values to the parameters makes the stationary distribution of the inputs one of the standard discrete distributions. The probabilities of first emptiness before overflow are first obtained by using the Markovian analogue of Wald's Identity. From these, the stationary distributions of the dam content are obtained by a duality argument. Both, finite and infinite dams are considered.
Publisher
Cambridge University Press (CUP)
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability
Reference16 articles.
1. A note on random walks
2. The time-dependent solution for an infinite dam with discrete additive inputs;Yeo;J. R. Statist. Soc,1961
3. A note on the equilibrium distribution of levels in a semi-infinite reservoir subject to Markovian inputs and unit withdrawals;Lloyd;J. Appl. Prob.,1965
4. Problems in the probability theory of storage systems;Gani;J. R. Statist. Soc,1957
5. Some approximate results in renewal and dam theories
Cited by
36 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献