On dams with additive inputs and a general release rule

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...

Full description

Saved in:
Bibliographic Details
Published in:Journal of applied probability 1972-06, Vol.9 (2), p.422-429
Main Authors: Çinlar, E., Pinsky, M.
Format: Article
Language:English
Subjects:
Dams
Markov chains
Markov processes
Method of characteristics
Perceptron convergence procedure
Probability theory
Short Communications
Stochastic processes
Citations: Items that this one cites
Items that cite this one
Online Access:Get full text
Tags: Add Tag
No Tags, Be the first to tag this record!
Description
Summary: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.
ISSN:0021-9002
1475-6072
DOI:10.2307/3212811