On dams with additive inputs and a general release rule
- 1 June 1972
- journal article
- Published by Cambridge University Press (CUP) in Journal of Applied Probability
- Vol. 9 (2) , 422-429
- https://doi.org/10.2307/3212811
Abstract
An infinite capacity dam subject to an additive input process and a general release rule is considered. The input process can have infinitely many jumps in any finite interval, and the rate of release is r(x) when the dam content is x. The content is constructed as the increasing limit of a sequence of Markov processes and the convergence is shown to be almost surely uniform over finite intervals. The limit process is shown to be a standard Markov process and its characteristic equation is computed.Keywords
This publication has 4 references indexed in Scilit:
- On dams with continuous semi-Markovian inputsJournal of Mathematical Analysis and Applications, 1971
- A stochastic integral in storage theoryProbability Theory and Related Fields, 1971
- A theory of dams with continuous input and a general release ruleJournal of Applied Probability, 1969
- A PROBABILITY THEORY OF A DAM WITH A CONTINUOUS RELEASEThe Quarterly Journal of Mathematics, 1956