Storage problems in continuous time with random inputs, random outputs, and deterministic release (Q1063342)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Storage problems in continuous time with random inputs, random outputs, and deterministic release
scientific article

    Statements

    Storage problems in continuous time with random inputs, random outputs, and deterministic release (English)
    0 references
    0 references
    1985
    0 references
    A finite dam with compound Poisson input and output along with a continuous deterministic exponential release is considered. The first passage densities for overflow or emptiness are investigated. Their Laplace transforms are obtained explicit in the case of exponential jumps by applying imbedding methods. The work is a continuation of the earlier works of the authors. Moreover, an earlier version of this work published in Matsci. Rep. 110, 170-205 (1983; Zbl 0567.60094).
    0 references
    0 references
    imbedding technique
    0 references
    finite dam
    0 references
    compound Poisson input and output
    0 references
    deterministic exponential release
    0 references