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A storage model in which the net growth-rate is a Markov chain

Published online by Cambridge University Press:  14 July 2016

P. J. Brockwell
P. J. Brockwell*
Affiliation:
Michigan State University
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Abstract

The distribution of the times to first emptiness and first overflow, together with the limiting distribution of content are determined for a dam of finite capacity. It is assumed that the rate of change of the level of the dam is a continuous-time Markov chain with finite state-space (suitably modified when the dam is full or empty).

Keywords

STORAGE PROCESSMARKOVIAN GROWTH-RATESTOCHASTIC INTEGRALDISCONTINUOUS MARKOV PROCESSTIME TO EMPTINESSLIMITING DISTRIBUTION
Type
Research Papers
Information
Journal of Applied Probability , Volume 9 , Issue 1 , March 1972 , pp. 129 - 139
Copyright
Copyright © Applied Probability Trust 1972 

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