On a general storage problem and its approximating solution

DOI10.2307/1426786MaRDI QIDQ3925664zbMATH OpenOpenAlexFDO

Authors N. M. H. Smith, Geoffrey F. Yeo

Publication date 1981

Published in Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1426786

zbMATH Keywords

damGauss quadraturesGram-Charlier representationshermite polynomialslimit distributionsqueuerandom walksimulationstore

Mathematics Subject Classification ID

Theoretical approximation of solutions to integral equations (45L05) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30) Probabilistic methods, stochastic differential equations (65C99) Numerical integration (65D30)

Cited in

(2)

• A diffusion approximation for a network of reservoirs with power law release rule
• A stochastic discrete generation birth, continuous death population growth model and its approximate solution

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