For an infinite Toeplitz matrix T with nonnegative real entries we find the conditions under which the equation $\boldsymbol {x}=T\boldsymbol {x}$ , where $\boldsymbol {x}$ is an infinite vector column, has a nontrivial bounded positive solution. The problem studied in this paper is associated with the asymptotic behaviour of convolution-type recurrence relations and can be applied to problems arising in the theory of stochastic processes and other areas.

We consider a fluid model similar to that of Kella and Whitt [32], but with a buffer having finite capacity K. The connections between the infinite buffer fluid model and the G/G/1 queue established by Kella and Whitt are extended to the finite buffer case: it is shown that the stationary distribution of the buffer content is related to the stationary distribution of the finite dam. We also derive a number of new results for the latter model. In particular, an asymptotic expansion for the loss fraction is given for the case of subexponential service times. The stationary buffer content distribution of the fluid model is also related to that of the corresponding model with infinite buffer size, by showing that the two corresponding probability measures are proportional on [0,K) if the silence periods are exponentially distributed. These results are applied to obtain large buffer asymptotics for the loss fraction and the mean buffer content when the fluid queue is fed by N On-Off sources with subexponential on-periods. The asymptotic results show a significant influence of heavy-tailed input characteristics on the performance of the fluid queue.

The summability fields of generalized Nörlund means (N,p*α,p), α ∈ Ν, are increasing with a and are contained in that of the corresponding power series method (P,p). Particular cases are the Cesàro- and Euler-means with corresponding power series methods of Abel and Borel. In this paper we generalize a convexity theorem, which is well-known for the Cesàro means and which was recently shown for the Euler means to a large class of generalized Nörlund means.

A new and very general and simple, yet powerful approach is introduced for obtaining new Tauberian theorems for a summability method V from known Tauberian conditions for V, where V is merely assumed to be linear and conservative. The technique yields the known theorems on the weakening of Tauberian conditions due to Meyer-König and Tietz and others and also improves many of them. Several new results are also obtained, even for classical methods of summability, including analogues of Tauber's second theorem for the Borel and logarithmic methods. The approach yields also new Tauberian conditions for the passage from summability by a method V to summability by a method V', as well as to more general methods of summability like absolute summability or summability in abstract spaces; the present paper however confines itself to ordinary summability.

We shall be concerned here with limit theorems arising in the fluctuation theory of random walks, processes with stationary independent increments, recurrent events and regenerative phenomena. In Section 1 on discrete time, we consider limit theorems for ladder-points (Theorem 1) and for maxima of partial sums of random variables (Theorem 2), and discuss some related questions. In Section 2 (Theorems 3 to 6) we consider the analogues of these results in continuous time.