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Infinite dams with inputs forming a Markov chain

Published online by Cambridge University Press:  14 July 2016

M. S. Ali Khan and
J. Gani
J. Gani
Affiliation:
University of Sheffield
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Extract

Moran's [1] early investigations into the theory of storage systems began in 1954 with a paper on finite dams; the inputs flowing into these during consecutive annual time-intervals were assumed to form a sequence of independent and identically distributed random variables. Until 1963, storage theory concentrated essentially on an examination of dams, both finite and infinite, fed by inputs (discrete or continuous) which were additive. For reviews of the literature in this field up to 1963, the reader is referred to Gani [2] and Prabhu [3].

Information

Type
Research Papers
Information
Journal of Applied Probability , Volume 5 , Issue 1 , April 1968, pp. 72 - 83
Copyright
Copyright © Sheffield: Applied Probability Trust 

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References

5. References

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