Article ID: | iaor1990523 |
Country: | Israel |
Volume: | 26 |
Issue: | 4 |
Start Page Number: | 1 |
End Page Number: | 7 |
Publication Date: | Dec 1989 |
Journal: | Journal of Applied Probability |
Authors: | Kaspi Haya, Perry David. |
The authors consider a storage/production process where the production rate is state dependent, the demand arrival is a renewal process, and the sizes of the demands are i.i.d exponentially distributed random variables. The resulting content process is non-Markovian but regenerative. We construct a dual Markovian dam process with drift, jump rate and jump sizes that are state dependent and use it to compute the limiting one-dimensional distribution of the content process.