Comments of the paper, “stochastic integral equations applied to telecommunications traffic without delay”

Let F be a univariate distribution with negative expectation, and let M denote the distribution of the positive maxima of a random walk generated by a sequence of independent observations from F. We consider the Laplace transforms of 1?F(x) and 1?M(x). A relation between the transforms yields some known results on the moments and the regularly varying properties of the two distributions.