Duality of dams via mountain processes

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Article ID:	iaor20043373
Country:	Netherlands
Volume:	31
Issue:	6
Start Page Number:	451
End Page Number:	458
Publication Date:	Nov 2003
Journal:	Operations Research Letters
Authors:	Perry David, Stadje Wolfgang
Keywords:	G/M/1 queues, M/G/1 queues

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.

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