Estimation of the rate of convergence in the limit theorem for extreme values of regenerative processes (Q2218763)

Consider regenerative stochastic processes \(X=X(t)\), as occurring in birth and death processes and in queue length processes, and define the random process \(Z(t) = \sup_{0 \leq s<t}X(s), t \geq 0\). Knowing that \(\lim \limits_{u \rightarrow \infty} Z(t^{\star} \geq u)=1-\exp(-x), \mbox{for all} ~ x>0\), with a certain time point \(t^{\star} =t^{\star}(x,u)\), the convergence rate in this relation is estimated, i.e., the rate of convergence to the exponential distribution in the limit theorem for the extreme values of the regenerative process.