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Emptiness times of a dam with stable input and general release function

Published online by Cambridge University Press:  14 July 2016

P. J. Brockwell  and
K. L. Chung
P. J. Brockwell
Affiliation:
La Trobe University
K. L. Chung
Affiliation:
Stanford University
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Abstract

We investigate the nature of the set of emptiness times of a dam whose release rate depends on the content and whose cumulative input process is a pure-jump Lévy process. Detailed results are obtained for stable input processes and release functions of the form r(x) = xβ I(o,∞)(x).

Keywords

DAMSTOCHASTIC INTEGRAL EQUATIONLÉVY ADDITIVE PROCESSZERO SETREGENERATIVE PHENOMENA
Type
Short Communications
Information
Journal of Applied Probability , Volume 12 , Issue 1 , March 1975 , pp. 212 - 217
Copyright
Copyright © Applied Probability Trust 1975 

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References

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