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Dams with autoregressive inputs

Published online by Cambridge University Press:  14 July 2016

P. S. Collings
P. S. Collings*
Affiliation:
University of Sheffield
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Abstract

In this paper a dam with autoregressive inputs and unit outputs is considered. Approximations for the distributions of the times to first emptiness and overflow are obtained using a Wald-type identity. The limiting behaviour of the dam content is also investigated

Keywords

DAMSFIRST EMPTINESSAUTOREGRESSIVE PROCESSESWALD'S IDENTITY
Type
Research Papers
Information
Journal of Applied Probability , Volume 12 , Issue 3 , September 1975 , pp. 533 - 541
Copyright
Copyright © Applied Probability Trust 1975 

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