Limit theorems for mixed max-sum processes with renewal stopping

This article is devoted to the investigation of limit theorems for mixed max-sum processes with renewal type stopping indexes. Limit theorems of weak convergence type are obtained as well as functional limit theorems.Comment: Published at http://dx.doi.org/10.1214/105051604000000215 in the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org