Limit Theorems for a Storage Process with a Random Release Rule

Lakhdar Meziani^{*}

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References

[1] E. Cinlar and M. Pinsky, “On Dams with Additive Inputs and a General Release Rule,” Journal of Applied Probability, Vol. 9, No. 2, 1972, pp. 422-429.
doi:10.2307/3212811

[2] E. Cinlar and M. Pinsky, “A Stochastic Integral in Storage Theory,” Probability Theory and Related Fields, Vol. 17, No. 3, 1971, pp. 227-240.
doi:10.1007/BF00536759

[3] J. M. Harrison and S. I. Resnick, “The Stationary Distribution and First Exit Probabilities of a Storage Process with General Release Rule,” Mathematics of Operations Research, Vol. 1, No. 4, 1976, pp. 347-358.
doi:10.1287/moor.1.4.347

[4] J. M. Harrison and S. I. Resnick, “The Recurrence Classification of Risk and Storage Processes,” Mathematics of Operations Research, Vol. 3, No. 1, 1978, pp. 57-66. doi:10.1287/moor.3.1.57

[5] K. Yamada, “Diffusion Approximations for Storage Processes with General Release Rules,” Mathematics of Operations Research, Vol. 9, No. 3, 1984, pp. 459-470.
doi:10.1287/moor.9.3.459

[6] P. A. Meyer, “Probability and Potential,” Hermann, Paris, 1975.

[7] W. Feller, “An Introduction to Probability Theory and Its Applications,” 2nd Edition, Wiley, Hoboken, 1970.