Dams with autoregressive inputs
- 1 September 1975
- journal article
- Published by Cambridge University Press (CUP) in Journal of Applied Probability
- Vol. 12 (3) , 533-541
- https://doi.org/10.2307/3212868
Abstract
In this paper a dam with autoregressive inputs and unit outputs is considered. Approximations for the distributions of the times to first emptiness and overflow are obtained using a Wald-type identity. The limiting behaviour of the dam content is also investigatedKeywords
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