Accession Number : AD0740107

Title :   Theory of Continuous Storage with Markov Additive Inputs and a General Release Rule.

Descriptive Note : Technical rept.,

Corporate Author : STANFORD UNIV CALIF DEPT OF OPERATIONS RESEARCH

Personal Author(s) : Cinlar,Erhan

Report Date : MAR 1972

Pagination or Media Count : 48

Abstract : A continuous storage model is introduced where the release rate is given by an arbitrary continuous increasing function r and the input process Y has conditionally independent (in general non-stationary) increments given the paths of a Markov process X. Then the content process Z is defined by a stochastic integral equation. Its solution is obtained and shown to be a conditional Markov process defined on the Markov process X, and the two-dimensional process (X,Z) is almost a standard Markov process. Ergodic properties of Z are discussed in terms of the paramerers defining the input Y and necessary and sufficient conditions are given for the existence of proper limiting distributions in a special case of particular interest. (Author)

Descriptors :   (*STOCHASTIC PROCESSES, INTEGRALS), MEASURE THEORY, MATHEMATICAL MODELS, APPROXIMATION(MATHEMATICS), SET THEORY, VECTOR SPACES

Subject Categories : Operations Research

Distribution Statement : APPROVED FOR PUBLIC RELEASE