Chebyshev-like inequalities for dam models
1972 ◽
Vol 9
(03)
◽
pp. 617-629
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A dam model is proposed for which it is assumed that the conditional distributions of the inputs, given the past, are known only to lie in some class M . For selected M , bounds are derived on various quantities of interest such as the mean time to first emptiness. The case of normal inputs is treated in greater detail and a release rule is discussed. The techniques used are similar to those used in the theory of gambling as developed by Dubins and Savage (1965).
1996 ◽
Vol 75
(05)
◽
pp. 731-733
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