Fluctuations of random walk in R d and storage systems

1977 ◽  
Vol 9 (03) ◽  
pp. 566-587 ◽  
Author(s):  
Priscilla Greenwood ◽  
Moshe Shaked

Two Wiener-Hopf type factorization identities for multivariate distributions are introduced. Properties of associated stopping times are derived. The structure that produces one factorization also provides the unique solution of the Wiener-Hopf convolution equation on a convex cone in R d . Some applications for multivariate storage and queueing systems are indicated. For a few cases explicit formulas are obtained for the transforms of the associated stopping times. A result of Kemperman is extended.


1977 ◽  
Vol 9 (3) ◽  
pp. 566-587 ◽  
Author(s):  
Priscilla Greenwood ◽  
Moshe Shaked

Two Wiener-Hopf type factorization identities for multivariate distributions are introduced. Properties of associated stopping times are derived. The structure that produces one factorization also provides the unique solution of the Wiener-Hopf convolution equation on a convex cone in Rd. Some applications for multivariate storage and queueing systems are indicated. For a few cases explicit formulas are obtained for the transforms of the associated stopping times. A result of Kemperman is extended.



2013 ◽  
Vol 50 (3) ◽  
pp. 612-631 ◽  
Author(s):  
D. Perry ◽  
W. Stadje ◽  
S. Zacks

Based on pathwise duality constructions, several new results on truncated queues and storage systems of the G/M/1 type are derived by transforming the workload (content) processes into certain ‘dual’ M/G/1-type processes. We consider queueing systems in which (a) any service requirement that would increase the total workload beyond the capacity is truncated so as to keep the associated sojourn time below a certain constant, or (b) new arrivals do not enter the system if they have to wait more than one time unit in line. For these systems, we derive the steady-state distributions of the workload and the numbers of customers present in the systems as well as the distributions of the lengths of busy and idle periods. Moreover, we use the duality approach to study finite capacity storage systems with general state-dependent outflow rates. Here our duality leads to a Markovian finite storage system with state-dependent jump sizes whose content level process can be analyzed using level crossing techniques. We also derive a connection between the steady-state densities of the non-Markovian continuous-time content level process of the G/M/1 finite storage system with state-dependent outflow rule and the corresponding embedded sequence of peak points (local maxima).



2013 ◽  
Vol 50 (03) ◽  
pp. 612-631 ◽  
Author(s):  
D. Perry ◽  
W. Stadje ◽  
S. Zacks

Based on pathwise duality constructions, several new results on truncated queues and storage systems of the G/M/1 type are derived by transforming the workload (content) processes into certain ‘dual’ M/G/1-type processes. We consider queueing systems in which (a) any service requirement that would increase the total workload beyond the capacity is truncated so as to keep the associated sojourn time below a certain constant, or (b) new arrivals do not enter the system if they have to wait more than one time unit in line. For these systems, we derive the steady-state distributions of the workload and the numbers of customers present in the systems as well as the distributions of the lengths of busy and idle periods. Moreover, we use the duality approach to study finite capacity storage systems with general state-dependent outflow rates. Here our duality leads to a Markovian finite storage system with state-dependent jump sizes whose content level process can be analyzed using level crossing techniques. We also derive a connection between the steady-state densities of the non-Markovian continuous-time content level process of the G/M/1 finite storage system with state-dependent outflow rule and the corresponding embedded sequence of peak points (local maxima).



2020 ◽  
pp. 102-109
Author(s):  
D.KH. DOMULLODZHANOV ◽  
◽  
R. RAHMATILLOEV

The article presents the results of the field studies and observations that carried out on the territory of the hilly, low-mountain and foothill agro landscapes of the Kyzylsu-yuzhnaya (Kyzylsu-Southern) River Basin of Tajikistan. Taking into account the high-altitude location of households and the amount of precipitation in the river basin, the annual volumes of water accumulated with the use of low-cost systems of collection and storage of precipitation have been clarified. The amount of water accumulated in the precipitation collection and storage systems has been established, the volume of water used for communal and domestic needs,the watering of livestock and the amount of water that can be used to irrigate crops in the have been determined. Possible areas of irrigation of household plots depending on the different availability of precipitation have been determined. It has been established that in wet years (with precipitation of about 10%) the amount of water collected using drip irrigation will be sufficient for irrigation of 0.13 hectares, and in dry years (with 90% of precipitation) it will be possible to irrigate only 0.03 ha of the household plot. On the basis of the basin, the total area of irrigation in wet years can be 4497 ha, and in dry years only 1087 ha. Taking into account the forecasts of population growth by 2030 and an increase in the number of households, the total area of irrigation of farmlands in wet years may reach 5703 hectares,and in dry years – 1379 hectares. Growing crops on household plots under irrigation contributes to a significant increase in land productivity and increases the efficiency of water use of the Kyzylsu-yuzhnaya basin.





Author(s):  
Nayab Sheikh ◽  
Muhammad Bilal Tahir ◽  
Nisar Fatima ◽  
Muhammad Sagir ◽  
Muhammad Pervaiz ◽  
...  


Author(s):  
Wenquan Dong ◽  
Mingzhou Jin ◽  
Yanyan Wang ◽  
Peter Kelle
Keyword(s):  


2021 ◽  
Vol 494 ◽  
pp. 229779
Author(s):  
Mingming Yin ◽  
He Miao ◽  
Ruigan Hu ◽  
Zixu Sun ◽  
Hong Li


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