Duality of dams via mountain processes |
| |
| Authors: | David PerryWolfgang Stadje |
| |
| Institution: | a Department of Statistics, University of Haifa, 31905 Haifa, Israel
b Department of Mathematics and Computer Science, University of Osnabrück, 49069 Osnabrück, Germany |
| |
| Abstract: | We consider a G/M/1-type dam having finite capacity and a general release rule, and construct a ‘dual’ M/G/1-type dam with state-dependent jump sizes and without dry periods whose content process has the same stationary density (up to some transformation). For the dual dam the stationary distribution can be computed in closed form. |
| |
| Keywords: | Dam G/M/1 M/G/1 General release rule Stationary distribution Duality |
| 本文献已被 ScienceDirect 等数据库收录！ |
