A note on the equilibrium distribution of levels in a semi-infinite reservoir subject to Markovian inputs and unit withdrawals
- 1 June 1965
- journal article
- Published by Cambridge University Press (CUP) in Journal of Applied Probability
- Vol. 2 (1) , 215-222
- https://doi.org/10.2307/3211886
Abstract
A well-known theorem (Moran, 1959) relating to the equilibrium condition of a semi-infinite “Moran reservoir” with stationary independent inputs and unit output, gives (a) the probability of emptiness, and (b) the generating function of the distribution of levels, in terms of the input distribution. A further theorem (Prabhu, 1958) points out that, in a finite reservoir, the ratio of the probabilities of any two comparable levels is independent of the size of the reservoir, and and is in fact the same as the corresponding ratio for the semi-infinite reservoir. In the present note the theorems are extended to deal with the case of Markovian inputs.Keywords
This publication has 3 references indexed in Scilit:
- A Note on the Solution of Dam EquationsJournal of the Royal Statistical Society Series B: Statistical Methodology, 1964
- Reservoirs with Serially Correlated InflowsTechnometrics, 1963
- Some Exact Results for the Finite DamThe Annals of Mathematical Statistics, 1958