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A discrete-time storage process with a general release rule

Published online by Cambridge University Press:  14 July 2016

John E. Glynn
John E. Glynn*
Affiliation:
Geological Survey of Canada
*
∗Postal address: Geological Survey of Canada, 601 Booth St., Ottawa, Ontario, Canada K1A OE8.
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Abstract

A discrete-time storage system with a general release rule and stationary nonnegative inflows is examined. A simple condition is found for the existence of a stationary storage and outflow for a general possibly non-monotone release function. It is also shown that in the Markov case (i.e. independent inflows) these distributions are unique under certain conditions. It is demonstrated that under these conditions the stationary behaviour in the Markov case varies continuously with parametric changes in the release rule. This result is used to prove convergence of a finite state space approximation for the Markov storage system.

Keywords

FINITE STATE SPACE APPROXIMATION
Type
Research Papers
Information
Journal of Applied Probability , Volume 26 , Issue 3 , September 1989 , pp. 566 - 583
Copyright
Copyright © Applied Probability Trust 1989 

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