Limit functionals for a semicontinuous difference of renewal processes with discrete time
This paper is a contribution to discrete random walk theory, with some relevance to single server queues with batch arrivals or service. Let \(\xi_ n\), \(\eta_ n\), \(\kappa_ n\), \(n\geq 0\), be independent random walks starting at 0 with strictly positive increments. Define the renewal sequence \(\xi(n)= \max\{k\geq 0: \xi_ k\leq n\}\), \(n\geq 0\), and similarly for \(\eta\). The process of interest is \(\Delta_ n= \eta(n)- \kappa_{\xi(n)}\), \(n\geq 0\) (which is skip-free positive), and results are stated on the distributions of various passage times and extrema. There are few motivating comments and no proofs.
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