Two Wiener-Hopf type factorization identities for multivariate distributions are introduced. Properties of associated stopping times are derived. The structure that produces one factorization also provides the unique solution of the Wiener-Hopf convolution equation on a convex cone in Rd. Some applications for multivariate storage and queueing systems are indicated. For a few cases explicit formulas are obtained for the transforms of the associated stopping times. A result of Kemperman is extended.

For a manifold which is moving and changing with time, consider some numerical property which at each instant is equal to an integral over the manifold. We derive a general expression for the time rate of change of this integral. Corollaries include a precise general form of Crofton's boundary theorem, de Hoff's interface displacement equations (with some new extensions) and a theorem in fluid mechanics.

We study an M/G/1 queue with m types of customer, operating under the first-come, first-served discipline. It is assumed that the server expends a random length of time in change-over from one type of customer to another. Various priority rules have been proposed to reduce the amount of time spent in change-over. These queue disciplines generally require a separate monitoring, whose cost is frequently non-negligible. As a basis for evaluating the merits of alternate queue disciplines, it is important to have information on the M/G/1 queue with m customer types when service is first-come, first-served. By appealing to general methods for the M/SM/1 queue, a large number of detailed and explicit results are obtained. In addition, algorithmic solutions are given for the steady-state distributions which are analytically intractable.

Conditions are derived under which a probability measure on the Borel subsets of [0, ∞) is a stationary distribution for the content {Xt} of an infinite dam whose cumulative input {At} is a pure-jump Lévy process and whose release rate is a non-decreasing continuous function r(·) of the content. The conditions are used to find stationary distributions in a number of special cases, in particular when and when r(x) = xα and {At} is stable with index β ∊ (0, 1). In general if EAt, < ∞ and r(0 +) > 0 it is shown that the condition sup r(x)>EA1 is necessary and sufficient for a stationary distribution to exist, a stationary distribution being found explicitly when the conditions are satisfied. If sup r(x)>EA1 it is shown that there is at most one stationary distribution and that if there is one then it is the limiting distribution of {Xt} as t → ∞. For {At} stable with index β and r(x) = xα, α + β = 1, we show also that complementing results of Brockwell and Chung for the zero-set of {Xt} in the cases α + β < 1 and α + β > 1. We conclude with a brief treatment of the finite dam, regarded as a limiting case of infinite dams with suitably chosen release functions.