On continuous time models in the theory of dams
- 1 November 1963
- journal article
- research article
- Published by Cambridge University Press (CUP) in Journal of the Australian Mathematical Society
- Vol. 3 (4) , 480-487
- https://doi.org/10.1017/s1446788700039100
Abstract
The problem of storage in an infinite dam with a continuous release has been studied by a number of authors ([5], [3], [2]), who have formulated it in probabilistic terms by supposing the input to be a continuous time stochastic process. These authors have encountered difficulties which they have overcome by regarding the continuous time problem as a limit of discrete time analogues. analogues. The purpose of this paper is to suggest that these difficulties are the result of an unfortunate specification of the problem, and to show that the adoption of a slightly different (and more realistic) formulation avoids the difficulties and allows a treatment which does not have recourse to discrete time analogues.Keywords
This publication has 4 references indexed in Scilit:
- A storage model with continuous infinitely divisible inputsMathematical Proceedings of the Cambridge Philosophical Society, 1963
- Some Combinatorial Theorems for Continuous Parameter Processes.MATHEMATICA SCANDINAVICA, 1961
- Combinatory Methods and Stochastic Kolmogorov Equations in the Theory of Queues With One ServerTransactions of the American Mathematical Society, 1960
- A PROBABILITY THEORY OF A DAM WITH A CONTINUOUS RELEASEThe Quarterly Journal of Mathematics, 1956