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A new look at the Moran dam

Part of: Special processes Operations research and management science

Published online by Cambridge University Press:  14 July 2016

W. Stadje
W. Stadje*
Affiliation:
University of Osnabrück
*
∗∗ Postal address: Fachbereich Mathematik/Informatik, Universität Osnabrück, Postfach 4469, D-4500 Osnabrück, Germany.
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Abstract

For the original Moran dam with independent and identically distributed inputs a representation of the stationary distribution is given which readily provides a geometric rate of convergence to this distribution. For the integer-valued case the stationary distribution can be expressed in terms of simple boundary crossing probabilities for the underlying random walk.

Keywords

STATIONARY DISTRIBUTIONGEOMETRIC ERGODICITYBOUNDARY CROSSING PROBABILITY

MSC classification

Primary: 90B05: Inventory, storage, reservoirs
Secondary: 60K30: Applications (congestion, allocation, storage, traffic, etc.)
Type
Short Communications
Information
Journal of Applied Probability , Volume 30 , Issue 2 , June 1993 , pp. 489 - 495
Copyright
Copyright © Applied Probability Trust 1993 

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