Kac's rescaling for jump-telegraph processes
We present limit theorems for an asymmetric telegraph process with drift and jumps under different rescaling conditions. The explicit formulae for the related characteristic functions are derived by solving a Cauchy problem for the respective hyperbolic system. © 2012 Elsevier B.V.
- Autores:
- Tipo de recurso:
- Fecha de publicación:
- 2012
- Institución:
- Universidad del Rosario
- Repositorio:
- Repositorio EdocUR - U. Rosario
- Idioma:
- eng
- OAI Identifier:
- oai:repository.urosario.edu.co:10336/23334
- Acceso en línea:
- https://doi.org/10.1016/j.spl.2012.05.024
https://repository.urosario.edu.co/handle/10336/23334
- Palabra clave:
- Asymmetric jump-telegraph process
Limit theorem
Rescaling
- Rights
- License
- Abierto (Texto Completo)
| Summary: | We present limit theorems for an asymmetric telegraph process with drift and jumps under different rescaling conditions. The explicit formulae for the related characteristic functions are derived by solving a Cauchy problem for the respective hyperbolic system. © 2012 Elsevier B.V. |
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