Abstract
A finite dam is studied in which the net input in each period, i.e. the excess of input over demand, is a function of a Markov chain. By using a martingale, the joint distribution of the time to first overflow and the cumulative unsatisfied demand until overflow is investigated. The probability of overflow before the unsatisfied demand exceeds a fixed level is also considered.
Publisher
Cambridge University Press (CUP)
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability
Cited by
3 articles.
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1. Dam Theory;Wiley StatsRef: Statistics Reference Online;2014-09-29
2. Dam Theory;Encyclopedia of Statistical Sciences;2006-08-15
3. Martingale methods for the semi-markov analysis of queues with blocking;Stochastics;1981-06-01