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On continuous time models in the theory of dams

Published online by Cambridge University Press:  09 April 2009

J. F. C. Kingman
J. F. C. Kingman
Affiliation:
University of Cambridge, and Western Australia
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The problem of storage in an infinite dam with a continuous release has been studied by a number of authors ([5], [3], [2]), who have formulated it in probabilistic terms by supposing the input to be a continuous time stochastic process. These authors have encountered difficulties which they have overcome by regarding the continuous time problem as a limit of discrete time analogues. analogues. The purpose of this paper is to suggest that these difficulties are the result of an unfortunate specification of the problem, and to show that the adoption of a slightly different (and more realistic) formulation avoids the difficulties and allows a treatment which does not have recourse to discrete time analogues.

Information

Type
Research Article
Information
Journal of the Australian Mathematical Society , Volume 3 , Issue 4 , November 1963 , pp. 480 - 487
Copyright
Copyright © Australian Mathematical Society 1963

References

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