  We analyze fluctuations of random walks with generally distributed
increments. Integral representations for key performance measures are obtained
by extending an inversion theorem of Hewitt [11] for Laplace-Stieltjes
transforms. Another important part of the anal- ysis involves the so-called
harmonic measures associated to the distribution of the increment of the walk.
It is also pointed out that such representations can be explicitly calculated,
if one assumes a form of rational structure for the increment transform.
Applications include, but are not restricted to, queueing and insurance risk
problems.
