Systems with queues and service of type one; Some boundary problems for processes continuous from below with independent increments. Their connection with the distribution of w(t); Boundary problems for sequences with independent increments and factorization identities; Properti…
Compound renewal processes (CRPs) are among the most ubiquitous models arising in applications of probability. At the same time, they are a natural generalization of random walks, the most well-studied classical objects in probability theory. This monograph, written for research…