Originally Posted by

**Robert Hall** A tank has some stochastic inflow of water, a water level and some deterministic outflow for different time steps. What I need is the probability density function for the water level in the tank at time step t+1, $\displaystyle T_{t+1}(n)$.

The probability density function for the inflow is given by $\displaystyle G_t(i) $ , the outflow by u and the tank level at time $\displaystyle t_0=n_0$. The inflow is assumed to be independent between the time steps.

Does anyone have some suggestions?