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Occupation time distributions for the telegraph process

Acceso Abierto
ID Minciencias: ART-0000385042-43
Ranking: ART-ART_A1

Abstract:

For the one-dimensional telegraph process, we obtain explicitly the distribution of the occupation time of the positive half-line. The long-term limiting distribution is then derived when the initial location of the process is in the range of subnormal or normal deviations from the origin; in the former case, the limit is given by the arcsine law. These limit theorems are also extended to the case of more general occupation-type functionals. © 2011 Elsevier B.V. All rights reserved.

Tópico:

Diffusion and Search Dynamics

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Citations: 34
34

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Información de la Fuente:

SCImago Journal & Country Rank
FuenteStochastic Processes and their Applications
Cuartil año de publicaciónNo disponible
Volumen121
Issue8
Páginas1816 - 1844
pISSNNo disponible
ISSN0304-4149

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