The expected wet period of finite dam with exponential inputs

被引：12

作者：

Lee, EY

Kinateder, KKJ ^{[1
]}

机构：

[1] Wright State Univ, Dept Math & Stat, Dayton, OH 45435 USA

[2] Sookmyung Womens Univ, Dept Stat, Seoul 140742, South Korea

来源：

STOCHASTIC PROCESSES AND THEIR APPLICATIONS | 2000年 / 90卷 / 01期

关键词：

queue; finite queue; busy period; martingales; dam; finite dam; capacity;

D O I：

10.1016/S0304-4149(00)00034-X

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We use martingale methods to obtain an explicit formula for the expected wet period of the finite dam of capacity V, where the amounts of inputs are i.i.d exponential random variables and the output rate is one, when the reservoir is not empty. As a consequence, we obtain an explicit formula for the expected hitting time of either 0 or V and a new expression for the distribution of the number of overflows during the wet period, both without the use of complex analysis. (C) 2000 Elsevier Science B.V. All rights reserved.

引用

页码：175 / 180

页数：6