Stochastic Storage Processes With Multiple Slope Linear Inputs And Outputs
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Author | : Stanford University. Department of Statistics |
Publisher | : |
Total Pages | : 160 |
Release | : 1969 |
Genre | : Probabilities |
ISBN | : |
Let X(t) be the level of the storage process at time t; X(0) = 0. Starting at time 0, the level X(t) increases linearly with slope s sub i for a random length of time (the input period) after which it decreases linearly with slope g sub j for a random time (the output period). Subsequently, the process continues to alternate between periods of input and output where the input-output transitions are governed by a transition matrix P, and the output-input transitions by Q. For each input slope i and output slope j, there corresponds an input period distribution F sub i and an output period distribution M sub j which is exponential. When the zero level is a positive recurrent state, the steady state joint distributions of the level of the process and the slope is obtained. The means of these distributions are determined. The mean nonempty period is also determined. When the zero level is a transient state, the limiting distribution of the storage level is obtained.
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Total Pages | : 804 |
Release | : 1994 |
Genre | : Aeronautics |
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Lists citations with abstracts for aerospace related reports obtained from world wide sources and announces documents that have recently been entered into the NASA Scientific and Technical Information Database.
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Total Pages | : 224 |
Release | : 1967 |
Genre | : Science |
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Author | : |
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Total Pages | : 1070 |
Release | : 1977-05 |
Genre | : Science |
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Author | : |
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Total Pages | : 908 |
Release | : 1969-11 |
Genre | : Science |
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Total Pages | : 858 |
Release | : 1973 |
Genre | : Dissertations, Academic |
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Total Pages | : 680 |
Release | : 1973 |
Genre | : Union catalogs |
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Includes entries for maps and atlases.
Author | : Institute of Mathematical Statistics |
Publisher | : |
Total Pages | : 646 |
Release | : 1991 |
Genre | : Mathematical statistics |
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Author | : |
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Total Pages | : 454 |
Release | : 1974 |
Genre | : Mathematical models |
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Author | : |
Publisher | : |
Total Pages | : 1098 |
Release | : 1972 |
Genre | : Mathematical statistics |
ISBN | : |