Abstract
We derive the Laplace transforms of sums and weighted sums of random variables forming a Markov chain whose stationary distribution is gamma. Both seasonal and non-seasonal cases are considered. The results are applied to two problems in stochastic reservoir theory.
Publisher
Cambridge University Press (CUP)
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability
Cited by
4 articles.
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2. A new look at the Moran dam;Journal of Applied Probability;1993-06
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