한국데이터정보과학회:학술대회논문집
- 한국데이터정보과학회 2005년도 추계학술대회
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- Pages.171-176
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- 2005
Laplace Transforms of First Exit Times for Compound Poisson Dams
초록
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.