| Article ID: | iaor1988545 |
| Country: | Israel |
| Volume: | 25 |
| Issue: | 1 |
| Start Page Number: | 204 |
| End Page Number: | 209 |
| Publication Date: | Mar 1988 |
| Journal: | Journal of Applied Probability |
| Authors: | Phatarfod Ravindra M. |
The paper derives the Laplace transforms of sums and weighted sums of random variables forming a Markov chain whose stationary distribution is gamma. Both seasonal and non-seasonal cases are considered. The results are applied to two problems in stochastic reservoir theory.