On the Time to First Overflow in Dams with Inputs Forming a Markov Chain.
Abstract
A finite dam is studied in which the net input in each period, i.e. the excess of input over demand, is a function of a Markov chain. By using a martingale, the joint distribution of the time to first overflow and the cumulative unsatisfied demand until overflow is investigated. The probability of overflow before the unsatisfied demand exceeds a fixed level is also considered. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Aug 01, 1976
- Accession Number
- ADA030464
Entities
People
- Douglas P. Kennedy
Organizations
- Stanford University