remarks about the recurrence classification of storage processes for ... Recurrence Classification of the Risk Process. ... THE RECURRENCE CLASSIFICATION OF RISK ...

We interpret X() as the content at time of a storage system such as a dam, A(t) as the input to the system during the interval [0, 1], and r(x) as the rate ...

Let X = X(t), t > 0) be a Markov storage process with compound Poisson input A. = (A(t), t > 0) and general release rule r(.). In a previous paper, ...

In a previous paper, a necessary and sufficient condition for the positive recurrence of X was obtained, and its stationary distribution was computed. Here we ...

Bibliographic information ; Title, The Recurrence Classification of Risk and Storage Processes ; Authors, Stanford University. Department of Statistics, Stanford ...

The recurrence classification of X is complete, determining the conditions for null recurrence and transience, and it is shown that X0 is positive recurrent ...

The Recurrence Classification of Risk and Storage Processes. report ... *MARKOV PROCESSES, *RISK, CLASSIFICATION, MATHEMATICAL MODELS, THEOREMS. Field(s)/Group ...

It is shown that general storage processes are classified into three types: positive recurrent, null recurrent, and transient processes.

Necessary and sufficient conditions for positive recurrence of a discrete-time non-linear storage model with power law dynamics are derived.

The Recurrence Classification of Risk and Storage Processes. <P>Let X = {X(t), t ≥ 0} be a Markov storage process with compound Poisson input A = {A(t), t ...