On extrema of integer-valued processes, defined by sums of a random number of addenda

Abstract

For a lattice random walk {£(^))^ ^ 0} denned on the superposition of two renewal processes, the distributions of extremal values: ί(0 = sup ( 0<u<t are studied. The question of the distributions of pairs {i(<u + w}, u + (*uw}. mrw), {rcuwis also investigated.