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Recurrence times of draft-patterns from reservoirs

Published online by Cambridge University Press:  14 July 2016

G. G. S. Pegram
G. G. S. Pegram*
Affiliation:
University of Natal
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Abstract

Expressions for the mean and variance of the recurrence time of non-overlapping draft-patterns of draft from a Moran Reservoir Model (discrete-state and discrete-time Markov chain) are derived using Feller's Renewal argument. In addition an expression for the mean recurrence time for self-overlapping patterns of draft is derived using run-theory.

Keywords

RENEWAL THEORYRUNSMARKOV CHAINMORAN RESERVOIR
Type
Short Communications
Information
Journal of Applied Probability , Volume 12 , Issue 3 , September 1975 , pp. 647 - 652
Copyright
Copyright © Applied Probability Trust 1975 

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References

Feller, W. (1969) An Introduction to Probability Theory and its Applications, Vol. 1. 3rd Edition. Wiley, New York.Google Scholar
Gani, J. (1969) Recent advances in storage and flooding theory. Adv. Appl. Prob. 1, 90–110.Google Scholar
Lloyd, E. H. (1963) Reservoirs with serially correlated inflows. Technometrics 5, 85–93.Google Scholar
Moran, P. A. P. (1959) The Theory of Storage. Methuen, London.Google Scholar