#### Document Type

Article

#### Publication Date

11-2000

#### Abstract

We use martingale methods to obtain an explicit formula for the expected wet period of the finite dam of capacity *V*, where the amounts of inputs are i.i.d exponential random variables and the output rate is one, when the reservoir is not empty. As a consequence, we obtain an explicit formula for the expected hitting time of either 0 or *V* and a new expression for the distribution of the number of overflows during the wet period, both without the use of complex analysis.

#### Repository Citation

Lee, E. Y.,
& Kinateder, K.
(2000). The Expected Wet Period of Finite Dam with Exponential Inputs. *Stochastic Processes and their Applications, 90* (1), 175-180.

https://corescholar.libraries.wright.edu/math/5

#### DOI

10.1016/S0304-4149(00)00034-X