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Emptiness Times of a Dam with Stable Input and General Release Function
P. J. Brockwell and K. L. Chung
Journal of Applied Probability
Vol. 12, No. 1 (Mar., 1975), pp. 212-217
Published by: Applied Probability Trust
Stable URL: http://www.jstor.org/stable/3212432
Page Count: 6
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We investigate the nature of the set of emptiness times of a dam whose release rate depends on the content and whose cumulative input process is a pure-jump Lévy process. Detailed results are obtained for stable input processes and release functions of the form r(x) = xβI(0, ∞)(x).
Journal of Applied Probability © 1975 Applied Probability Trust