• 제목/요약/키워드: compound Poisson dams

검색결과 1건 처리시간 0.784초

Laplace Transforms of First Exit Times for Compound Poisson Dams

  • Lee, Ji-Yeon
    • 한국데이터정보과학회:학술대회논문집
    • /
    • 한국데이터정보과학회 2005년도 추계학술대회
    • /
    • 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