ON THE CYCLE MAXIMUM OF MOUNTAINS, DAMS AND QUEUES

We determine the distribution of the maximum level of the workload in some queueing, dam and storage processes. The models under consideration are the following. (i) The Markov mountain: a storage or dam model that alternates between exponentially distributed ON and OFF periods. The buffer content increases (decreases) at some state-dependent rate when ON (OFF). (ii) The semi-Markov mountain: as (i), but with generally distributed ON periods. (iii) The M/G/1 queue with various forms of customer impatience