The scaling limits of a heavy tailed Markov renewal process
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Publication:1951507
DOI10.1214/11-AIHP456zbMath1271.60095arXiv1106.4452MaRDI QIDQ1951507
Publication date: 6 June 2013
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1106.4452
scaling limit; random walk; fluctuation theory; regenerative set; Heavy tailed Markov renewal process
60K15: Markov renewal processes, semi-Markov processes
82B27: Critical phenomena in equilibrium statistical mechanics
60K20: Applications of Markov renewal processes (reliability, queueing networks, etc.)
60K05: Renewal theory
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