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On the time to first overflow in dams with inputs forming a Markov chain
Published online by Cambridge University Press: 14 July 2016
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.
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- Copyright © Applied Probability Trust 1978
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