A storage model in which the net growth-rate is a Markov chain-Reference-Cited by-同舟云学术

A storage model in which the net growth-rate is a Markov chain

Published:1972-03 Issue:1 Volume:9 Page:129-139
ISSN:0021-9002
Container-title:Journal of Applied Probability
language:en
Short-container-title:Journal of Applied Probability

Author:

Brockwell P. J.

Abstract

The distribution of the times to first emptiness and first overflow, together with the limiting distribution of content are determined for a dam of finite capacity. It is assumed that the rate of change of the level of the dam is a continuous-time Markov chain with finite state-space (suitably modified when the dam is full or empty).

Publisher

Cambridge University Press (CUP)

Subject

Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability

Reference14 articles.

1. Continuous time stochastic storage processes with random linear inputs and outputs;Miller;J. Math. Mech.,1963

2. A process with chain dependent growth rate

3. A note on the equilibrium distribution of levels in a semi-infinite reservoir subject to Markovian inputs and unit withdrawals

4. Infinite dams with inputs forming a Markov chain

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