• Title/Summary/Keyword: compound Poisson dams

Search Result 1, Processing Time 0.018 seconds

Laplace Transforms of First Exit Times for Compound Poisson Dams

  • Lee, Ji-Yeon
    • 한국데이터정보과학회:학술대회논문집
    • /
    • 2005.10a
    • /
    • pp.171-176
    • /
    • 2005
  • An infinite dam with compound Poisson inputs and a state-dependent release rate is considered. We build the Kolmogorov's backward differential equation and solve it to obtain the Laplace transforms of the first exit times for this dam.

  • PDF