Emptiness times of a dam with stable input and general release function

1 March 1975

journal article
research article
Published by Cambridge University Press (CUP) in Journal of Applied Probability

Vol. 12 (01) , 212-217
https://doi.org/10.1017/s0021900200033349

Abstract

We investigate the nature of the set of emptiness times of a dam whose release rate depends on the content and whose cumulative input process is a pure-jump Lévy process. Detailed results are obtained for stable input processes and release functions of the form r(x) = x^β I _(o,∞)(x).

Keywords

DAM
STOCHASTIC INTEGRAL EQUATION
LÉVY ADDITIVE PROCESS
ZERO SET
REGENERATIVE PHENOMENA

This publication has 3 references indexed in Scilit:

Homecomings of Markov processes
Advances in Applied Probability, 1973
A stochastic integral in storage theory
Probability Theory and Related Fields, 1971
A theory of dams with continuous input and a general release rule
Journal of Applied Probability, 1969