Level crossings and stationary distributions for general dams
- 1 March 1980
- journal article
- research article
- Published by Cambridge University Press (CUP) in Journal of Applied Probability
- Vol. 17 (01) , 218-226
- https://doi.org/10.1017/s0021900200046945
Abstract
Level crossings in a stationary dam process with additive input and arbitrary release are considered and an explicit expression for the expected number of downcrossings (and also overcrossings) of a fixed level, per time unit, is obtained. This leads to a short derivation of a basic relation which the stationary distribution of a general dam must satisfy.Keywords
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