We shall consider the following model of finite dams: In the time interval (0, ∞) water is flowing into a dam (reservoir) in accordance with a random process. Denote by χ(u) the total quantity of water flowing into the dam in the time interval (0, u). The capacity of the dam is a finite positive number m. If the dam becomes full, the excess water overflows. If the dam is not empty, there is a continuous release at a constant unit rate. Denote by η(t) the content of the dam at time t.

The distribution of the maximum number of customers simultaneously present during a busy period is studied for the queueing systems M/G/1 and G/M/1. These distributions are obtained by using taboo probabilities. Some new relations for transition probabilities and entrance time distributions are derived.

Let G = (V, E) be a graph with N vertices and A a set of N real numbers. Then a one-to-one mapping ϕ: V → A is called a numbering of G. The elements of A will always be assumed ordered a1 ≦ a2 ≦ … ≦ aN. In [3] and [7] it was shown how to construct numberings of the n-cube, in fact all numberings, which minimize Σe ∈ E Δe where ∆e = |ϕ(v) – ϕ(w)| and e is the edge between vertices v and w. A variant problem of considerable interest is to do the same for Σe ∈ E (Δe)2. It is conjectured that when A = {1,2, …,2n} the natural numbering is the unique minimizer of Σe ∈ E (Δe)2 for every n, but this has so far resisted all efforts. Theorem 1 in the following is the result of attempts to get weaker results, namely to thin out the ranks of those numberings which could possibly minimize Σe ∈ E (Δe)2. The second problem posed and solved in this paper is a generalization of the results in [3], where the n-cube becomes the n-torus.

Let X(t) be the position at time t of a particle undergoing a simple symmetrical random walk in continuous time, i.e. the particle starts at the origin at time t = 0 and at times T1, T1 + T2, … it undergoes jumps ξ1, ξ2, …, where the time intervals T1, T2, … between successive jumps are mutually independent random variables each following the exponential density e–t while the jumps, which are independent of the τi, are mutually independent random variables with the distribution . The process X(t) is clearly a Markov process whose state space is the set of all integers.

It is apparent that much of the congestion in road traffic is due to interference between vehicles at intersections, and this has led to the appearance of several mathematical discussions of the problems of delay at intersections of various types (Cohen and Stam (1963), Cohen and de Lange (1965), Hawkes (1965), (1966), Tanner (1962), Weiss and Maradudin (1962)). Comparatively little work has appeared on the problem of delay caused by vehicles turning right* across an opposing stream of vehicles, although Hawkes (1966) and Newell (1959) discuss this problem explicitly, and the models considered by all of these authors may be regarded as having some application to the right-turning problem.

In a recent paper, the authors have discussed the concept of quasi-stationary distributions for absorbing Markov chains having a finite state space, with the further restriction of discrete time. The purpose of the present note is to summarize the analogous results when the time parameter is continuous.

Consider the following service system.

The deleting or delay effect which a recurrent point process exerts upon another recurrent point process (or process with stationary independent increments) is treated. The concept arises in the statistical analysis of neuronal firing patterns, but may also be useful in applications to storage systems in operations research.

Let a+ = a if a > 0, a+ = 0 otherwise, and a– = (– a)+.

A summation formula is given for computing the spectrum of intervals of a geometric branching Poisson process from the cumulant generating function of the associated counting process.

If Δr denotes the waitingtime between the (r − 1)st and the rth upper record in a sequence of independent, identically distributed random variables with a continuous distribution, then it is shown that Δr satisfies the weak law of large numbers and a central limit theorem.

This theorem supplements those of Foster and Stuart and Rényi, who investigated the index Vr of the rth upper record.

Qualitatively the theorems establish the intuitive fact that for higher records, the waitingtime between the last two records outweighs even the total waitingtime for previous records. This explains also why the asymptotic normality of logVr is very inadequate for approximation purposes—Barton and Mallows.

The analysis of an organization having various grades of employee has been undertaken in many different contexts. In 1961, for example, Young and Almond considered an institution (of undisclosed type) having six grades of staff. Gani, in 1963, considered ‘Australian Universities’ as an organization and students were graded according to their stage of study. The author used techniques similar to those of this paper in 1964 to analyze deterministically the age structure of the Australian Academy of Science. Indeed, the analyses have usually been deterministic.