### Samenvatting

We analyze fluctuations of random walks with generally distributed increments. Integral representations for key performance measures are obtained by extending an inversion theorem of Hewitt [11] for Laplace-Stieltjes transforms. Another important part of the anal- ysis involves the so-called harmonic measures associated to the distribution of the increment of the walk. It is also pointed out that such representations can be explicitly calculated, if one assumes a form of rational structure for the increment transform. Applications include, but are not restricted to, queueing and insurance risk problems.

Originele taal-2 | Engels |
---|---|

Plaats van productie | s.l. |

Uitgeverij | s.n. |

Aantal pagina's | 20 |

Status | Gepubliceerd - 2015 |

### Publicatie series

Naam | arXiv |
---|---|

Volume | 1508.00751 [math.PR] |

## Vingerafdruk Duik in de onderzoeksthema's van 'An extension of Hewitt's inversion formula and its application to fluctuation theory'. Samen vormen ze een unieke vingerafdruk.

## Citeer dit

Badila, E. S. (2015).

*An extension of Hewitt's inversion formula and its application to fluctuation theory*. (arXiv; Vol. 1508.00751 [math.PR]). s.n.