Hostname: page-component-cd9895bd7-gbm5v Total loading time: 0 Render date: 2024-12-23T16:41:22.702Z Has data issue: false hasContentIssue false

Some limit theorems for the general semi-Markov storage model

Published online by Cambridge University Press:  14 July 2016

K. Balagopal*
Affiliation:
Regional Engineering College, Warangal

Abstract

In this paper we treat the general version of the semi-Markov storage model, introduced first by Senturia and Puri: transitions in the state of the system occur at a discrete sequence of time points, described by a two-state semi-Markov process. An input occurs at an instant of transition to state 1 and a demand for release occurs at an instant of transition to state 2.

Assuming general distributions for all the variables involved, we show that the dam contents just after the nth input converges properly in distribution as n →∞ under conditions of stability; likewise that after the nth demand. We also show that the demand lost due to shortage of stock, accumulated over instants of demand as well as over time, obeys a strong law and a central limit theorem.

Type
Research Papers
Copyright
Copyright © Applied Probability Trust 1979 

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

Footnotes

Present address: Statistical Quality Control and Operations Research Unit, Indian Statistical Institute, 7, S. J. S. Sansanwal Marg, New Delhi 110 029, India.

References

[1] Ali Khan, M. S. and Gani, J. (1968) Infinite dams with inputs forming a Markov chain. J. Appl. Prob. 5, 7283.Google Scholar
[2] Balagopal, K. (1976) On the ergodicity of stochastic processes in Markovian environments. Opsearch 13, 101108.Google Scholar
[3] Balagopal, K. (1977) Limit theorems for the single-server queue with non-preemptive service interference. Opsearch 14, 244262.Google Scholar
[4] Chung, K. L. (1967) Markov Chains with Stationary Transition Probabilities. Springer-Verlag, New York.Google Scholar
[5] Çinlar, E. (1975) Markov renewal theory: a survey. Management Sci. 21, 727752.Google Scholar
[6] Feller, W. (1966) An Introduction to Probability Theory and its Applications, Vol 2. Wiley Eastern, New Delhi.Google Scholar
[7] Hooke, J. A. (1970) On some limit theorems for the GI/G/1 queue. J. Appl. Prob. 7, 634640.Google Scholar
[8] Lloyd, E. H. and Odoom, S. (1963) Reservoirs with serially correlated inflows. Technometrics 5, 8593.Google Scholar
[9] Lloyd, E. H. and Odoom, S. (1965) A note on the equilibrium distribution of levels in a semi-infinite reservoir with Markovian inputs and unit withdrawals. J. Appl. Prob. 2, 215222.Google Scholar
[10] Pakes, A. G. (1973) On dams with Markovian inputs. J. Appl. Prob. 10, 317329.Google Scholar
[11] Senturia, J. and Puri, P. S. (1973) A semi-Markov storage model. Adv. Appl. Prob. 5, 362378.Google Scholar
[12] Senturia, J. and Puri, P. S. (1974) Further aspects of a semi-Markov storage model. Sankhya A 36, 369378.Google Scholar
[13] Smith, W. L. (1954) Asymptotic renewal theorems. Proc. R. Soc. Edinburgh A 64, 948.Google Scholar