We analyze almost sure asymptotic behavior of extreme values of a regenerative process. We show that under certain conditions a properly centered and normalized running maximum of a regenerative process satisfies a law of the iterated logarithm for the $limsup$ and a law of the triple logarithm for the $liminf$. This complements a previously known result of Glasserman and Kou [Ann. Appl. Probab. 5(2) (1995), 424--445]. We apply our results to several queuing systems and a birth and death process.
Download