Please use this identifier to cite or link to this item:
https://hdl.handle.net/2440/53321
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Type: | Journal article |
Title: | Hitting probabilities and hitting times for stochastic fluid flows the bounded model |
Author: | Bean, N. O'Reilly, M. Taylor, P. |
Citation: | Probability in the Engineering and Informational Sciences, 2009; 23(1):121-147 |
Publisher: | Cambridge Univ Press |
Issue Date: | 2009 |
ISSN: | 0269-9648 1469-8951 |
Statement of Responsibility: | Nigel G. Bean, Małgorzata M. O'Reilly and Peter G. Taylor |
Abstract: | We consider a Markovian stochastic fluid flow model in which the fluid level has a lower bound zero and a positive upper bound. The behavior of the process at the boundaries is modeled by parameters that are different than those in the interior and allow for modeling a range of desired behaviors at the boundaries. We illustrate this with examples. We establish formulas for several time-dependent performance measures of significance to a number of applied probability models. These results are achieved with techniques applied within the fluid flow model directly. This leads to useful physical interpretations, which are presented. |
Rights: | Copyright © Cambridge University Press 2009 |
DOI: | 10.1017/S0269964809000102 |
Grant ID: | http://purl.org/au-research/grants/arc/DP0770388 http://purl.org/au-research/grants/arc/DP0770388 |
Published version: | http://dx.doi.org/10.1017/s0269964809000102 |
Appears in Collections: | Aurora harvest Environment Institute publications Mathematical Sciences publications |
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hdl_53321.pdf | Published version | 451.62 kB | Adobe PDF | View/Open |
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