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arXiv · 1106.4452

Scaling limits of a heavy tailed Markov renewal process

Julien Sohier
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Abstract

In this paper we consider heavy tailed Markov renewal processes and we prove that, suitably renormalised, they converge in law towards the $\ga$-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 $[0,\infty) \times [0,a]$ where $a$ is a given positive number. The convergence result that we establish allows to characterize the scaling limit of this process at criticality.

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Julien Sohier. 2011-06-22. Scaling limits of a heavy tailed Markov renewal process. https://doi.org/10.1214/11-aihp456

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