A Dam with seasonal input

1994 ◽  
Vol 31 (2) ◽  
pp. 526-541 ◽  
Author(s):  
Robert B. Lund
Keyword(s):  
Laplace Transform ◽  
Convergence Rates ◽  
Sufficient Conditions ◽  
Limiting Distribution ◽  
Stochastic Monotonicity ◽  
The Laplace Transform ◽  
Monotonicity Result ◽  
The Mean ◽  
The Moment ◽  
Necessary And Sufficient

This paper examines the infinitely high dam with seasonal (periodic) Lévy input under the unit release rule. We show that a periodic limiting distribution of dam content exists whenever the mean input over a seasonal cycle is less than 1. The Laplace transform of dam content at a finite time and the Laplace transform of the periodic limiting distribution are derived in terms of the probability of an empty dam. Necessary and sufficient conditions for the periodic limiting distribution to have finite moments are given. Convergence rates to the periodic limiting distribution are obtained from the moment results. Our methods of analysis lean heavily on the coupling method and a stochastic monotonicity result.

A Dam with seasonal input

1994 ◽  
Vol 31 (02) ◽  
pp. 526-541 ◽  
Author(s):  
Robert B. Lund
Keyword(s):  
Laplace Transform ◽  
Convergence Rates ◽  
Sufficient Conditions ◽  
Limiting Distribution ◽  
Stochastic Monotonicity ◽  
The Laplace Transform ◽  
Monotonicity Result ◽  
The Mean ◽  
The Moment ◽  
Necessary And Sufficient

This paper examines the infinitely high dam with seasonal (periodic) Lévy input under the unit release rule. We show that a periodic limiting distribution of dam content exists whenever the mean input over a seasonal cycle is less than 1. The Laplace transform of dam content at a finite time and the Laplace transform of the periodic limiting distribution are derived in terms of the probability of an empty dam. Necessary and sufficient conditions for the periodic limiting distribution to have finite moments are given. Convergence rates to the periodic limiting distribution are obtained from the moment results. Our methods of analysis lean heavily on the coupling method and a stochastic monotonicity result.

The extinction time of a general birth and death process with catastrophes

1986 ◽  
Vol 23 (04) ◽  
pp. 851-858 ◽  
Author(s):  
P. J. Brockwell
Keyword(s):  
Laplace Transform ◽  
Size Distribution ◽  
Sufficient Conditions ◽  
Necessary And Sufficient Conditions ◽  
Death Process ◽  
Extinction Time ◽  
Birth And Death Process ◽  
Different Types ◽  
The Laplace Transform ◽  
Necessary And Sufficient

The Laplace transform of the extinction time is determined for a general birth and death process with arbitrary catastrophe rate and catastrophe size distribution. It is assumed only that the birth rates satisfyλ0= 0,λj> 0 for eachj> 0, and. Necessary and sufficient conditions for certain extinction of the population are derived. The results are applied to the linear birth and death process (λj=jλ, µj=jμ) with catastrophes of several different types.

scholarly journals Analysis of Multiterm Initial Value Problems with Caputo–Fabrizio Derivative

2021 ◽  
Vol 2021 ◽  
pp. 1-6
Author(s):  
Mohammed Al-Refai ◽  
Muhammed Syam
Keyword(s):  
Laplace Transform ◽  
Fractional Derivative ◽  
Initial Value Problems ◽  
Existence Of Solutions ◽  
Sufficient Conditions ◽  
Necessary And Sufficient Conditions ◽  
Initial Value ◽  
The Laplace Transform ◽  
Necessary And Sufficient

In this paper, we discuss the solvability of a class of multiterm initial value problems involving the Caputo–Fabrizio fractional derivative via the Laplace transform. We derive necessary and sufficient conditions to guarantee the existence of solutions to the problem. We also obtain the solutions in closed forms. We present two examples to illustrate the validity of the obtained results.

scholarly journals Weighted Exponential Inequalities

2001 ◽  
Vol 8 (1) ◽  
pp. 69-86
Author(s):  
H. P. Heinig ◽  
R. Kerman ◽  
M. Krbec
Keyword(s):  
Laplace Transform ◽  
Sufficient Conditions ◽  
Two Dimensions ◽  
Necessary And Sufficient Conditions ◽  
Exponential Inequalities ◽  
Averaging Operator ◽  
The Laplace Transform ◽  
Discrete Analogues ◽  
Carleman’S Inequality ◽  
Necessary And Sufficient

Abstract Necessary and sufficient conditions on weight pairs are found for the validity of a class of weighted exponential inequalities involving certain classical operators. Among the operators considered are the Hardy averaging operator and its variants in one and two dimensions, as well as the Laplace transform. Discrete analogues yield characterizations of weighted forms of Carleman's inequality.

The extinction time of a general birth and death process with catastrophes

1986 ◽  
Vol 23 (4) ◽  
pp. 851-858 ◽  
Author(s):  
P. J. Brockwell
Keyword(s):  
Laplace Transform ◽  
Size Distribution ◽  
Sufficient Conditions ◽  
Necessary And Sufficient Conditions ◽  
Death Process ◽  
Extinction Time ◽  
Birth And Death Process ◽  
Different Types ◽  
The Laplace Transform ◽  
Necessary And Sufficient

The Laplace transform of the extinction time is determined for a general birth and death process with arbitrary catastrophe rate and catastrophe size distribution. It is assumed only that the birth rates satisfy λ0 = 0, λ j > 0 for each j > 0, and . Necessary and sufficient conditions for certain extinction of the population are derived. The results are applied to the linear birth and death process (λ j = jλ, µj = jμ) with catastrophes of several different types.

The extinction time of a general birth and death process with catastrophes

1986 ◽  
Vol 23 (04) ◽  
pp. 851-858 ◽  
Author(s):  
P. J. Brockwell
Keyword(s):  
Laplace Transform ◽  
Size Distribution ◽  
Sufficient Conditions ◽  
Necessary And Sufficient Conditions ◽  
Death Process ◽  
Extinction Time ◽  
Birth And Death Process ◽  
Different Types ◽  
The Laplace Transform ◽  
Necessary And Sufficient

The Laplace transform of the extinction time is determined for a general birth and death process with arbitrary catastrophe rate and catastrophe size distribution. It is assumed only that the birth rates satisfy λ 0 = 0, λ j > 0 for each j > 0, and . Necessary and sufficient conditions for certain extinction of the population are derived. The results are applied to the linear birth and death process (λ j = jλ, µj = jμ) with catastrophes of several different types.

scholarly journals Laplace Transforms and Generalized Laguerre Polynomials

1958 ◽  
Vol 10 ◽  
pp. 177-182 ◽  
Author(s):  
P. G. Rooney
Keyword(s):  
Laplace Transform ◽  
Laguerre Polynomials ◽  
Sufficient Conditions ◽  
Laplace Transforms ◽  
Necessary And Sufficient Conditions ◽  
Representation Theorems ◽  
Generalized Laguerre Polynomials ◽  
Inversion Operator ◽  
The Laplace Transform ◽  
Necessary And Sufficient

Various sets of necessary and sufficient conditions are known in order that a function ƒ(s), analytic for Re s > 0, be represented as the Laplace transform of a function in L p(0,∞), 1 < p ⩽ ∞ . Most of these theories are based on the properties of some inversion operator for the transformation— see, for example, (7, chap. 7). However in the case p = 2 a number of representation theorems of a much simpler type are available.

Laplace Transform Characterization of Probabilistic Orderings

1994 ◽  
Vol 8 (1) ◽  
pp. 69-77 ◽  
Author(s):  
Y. Kebir
Keyword(s):  
Laplace Transform ◽  
Hazard Rate ◽  
Sufficient Conditions ◽  
Stochastic Ordering ◽  
The Laplace Transform ◽  
Life Distributions ◽  
Likelihood Ratio Ordering ◽  
Hazard Rate Ordering ◽  
Necessary And Sufficient

Using the Laplace transform, we characterize, by means of necessary and sufficient conditions, the property that two life distributions are ordered in the sense of stochastic ordering, hazard rate ordering, backward hazard rate ordering, and likelihood ratio ordering.

The solution of theoretical seismic problems by best rational function approximations for Laplace transform inversion

1975 ◽  
Vol 65 (4) ◽  
pp. 927-935
Author(s):  
I. M. Longman ◽  
T. Beer
Keyword(s):  
Laplace Transform ◽  
Rational Function ◽  
High Accuracy ◽  
Time Variable ◽  
Inversion Method ◽  
The Laplace Transform ◽  
Previously Treated ◽  
The Mean ◽  
Function Approximations ◽  
Laplace Transform Inversion

Abstract In a recent paper, the first author has developed a method of computation of “best” rational function approximations ḡn(p) to a given function f̄(p) of the Laplace transform operator p. These approximations are best in the sense that analytic inversion of ḡn(p) gives a function gn(t) of the time variable t, which approximates the (generally unknown) inverse f(t) of f̄(p in a minimum least-squares manner. Only f̄(p) but not f(t) is required to be known in order to carry out this process. n is the “order” of the approximation, and it can be shown that as n tends to infinity gn(t) tends to f(t) in the mean. Under suitable conditions on f(t) the convergence is extremely rapid, and quite low values of n (four or five, say) are sufficient to give high accuracy for all t ≧ 0. For seismological applications, we use geometrical optics to subtract out of f(t) its discontinuities, and bring it to a form in which the above inversion method is very rapidly convergent. This modification is of course carried out (suitably transformed) on f̄(p), and the discontinuities are restored to f(t) after the inversion. An application is given to an example previously treated by the first author by a different method, and it is a certain vindication of the present method that an error in the previously given solution is brought to light. The paper also presents a new analytical method for handling the Bessel function integrals that occur in theoretical seismic problems related to layered media.

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