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A central limit theorem for a security of supply model

Published online by Cambridge University Press:  14 July 2016

Ole Platz
Ole Platz*
Affiliation:
Risø National Laboratory
*
∗ Postal address: Risø National Laboratory, Postbox 49, DK-4000 Roskilde, Denmark.
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Abstract

A security of supply model for energy is described. The energy demand is a non-random periodic function of time and the supply model is a continuous-time Markov chain. Asymptotic normality is proved for the two important reliability quantities: the amount of energy not supplied and the time the demand is not met within a time interval.

Keywords

MARKOV CHAINSTATIONARY SEQUENCEOCCUPATION TIMEFUNCTIONAL LIMIT THEOREM
Type
Short Communications
Information
Journal of Applied Probability , Volume 20 , Issue 1 , March 1983 , pp. 220 - 225
Copyright
Copyright © Applied Probability Trust 1983 

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References

[1] Albrecht, P.F., Garver, L. L., Jordan, G. A., Patton, A. D. and Van Horne, P. A. (1981) Reliability indexes for power systems. Final report, March 1981. Report EPRI-EL-1773, Electric Power Research Institute, Palo Alto. (Available from Research Report Center, Box 50490, Palo Alto, CA 94303, U.S.A.)CrossRefGoogle Scholar
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