The scaling limits of a heavy tailed Markov renewal process
نویسندگان
چکیده
منابع مشابه
Scaling limits of a heavy tailed Markov renewal process
In this paper we consider heavy tailed Markov renewal processes and we prove that, suitably renormalised, they converge in law towards the α-stable regenerative set. We then apply these results to the strip wetting model which is a random walk S constrained above a wall and rewarded or penalized when it hits the strip [0,∞) × [0, a] where a is a given positive number. The convergence result tha...
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ژورنال
عنوان ژورنال: Annales de l'Institut Henri Poincaré, Probabilités et Statistiques
سال: 2013
ISSN: 0246-0203
DOI: 10.1214/11-aihp456