Level crossings and stationary distributions for general dams-Reference-Cited by-同舟云学术

Level crossings and stationary distributions for general dams

Published:1980-03 Issue:1 Volume:17 Page:218-226
ISSN:0021-9002
Container-title:Journal of Applied Probability
language:en
Short-container-title:Journal of Applied Probability

Author:

Rubinovitch Michael,Cohen J. W.

Abstract

Level crossings in a stationary dam process with additive input and arbitrary release are considered and an explicit expression for the expected number of downcrossings (and also overcrossings) of a fixed level, per time unit, is obtained. This leads to a short derivation of a basic relation which the stationary distribution of a general dam must satisfy.

Publisher

Cambridge University Press (CUP)

Subject

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

Reference10 articles.

1. On Local Properties of Processes with Independent Increments

2. The Stationary Distribution and First Exit Probabilities of a Storage Process with General Release Rule

3. On Level Crossings and Cycles in Dam Processes

4. Regenerative processes in the theory of queues, with applications to the alternating-priority queue

5. On up- and downcrossings

Cited by 11 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

1. A Lévy input model with additional state-dependent services;Stochastic Processes and their Applications;2011-07

2. Queues with Lévy input and hysteretic control;Queueing Systems;2009-06-16

3. Lévy processes with adaptable exponent;Advances in Applied Probability;2009-03

4. A comparison of convergence rates for three models in the theory of dams;Journal of Applied Probability;1997-03

5. A comparison of convergence rates for three models in the theory of dams;Journal of Applied Probability;1997-03