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

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dc.title.spa.fl_str_mv	Kac's rescaling for jump-telegraph processes
title	Kac's rescaling for jump-telegraph processes
spellingShingle	Kac's rescaling for jump-telegraph processes Asymmetric jump-telegraph process Limit theorem Rescaling
title_short	Kac's rescaling for jump-telegraph processes
title_full	Kac's rescaling for jump-telegraph processes
title_fullStr	Kac's rescaling for jump-telegraph processes
title_full_unstemmed	Kac's rescaling for jump-telegraph processes
title_sort	Kac's rescaling for jump-telegraph processes
dc.subject.keyword.spa.fl_str_mv	Asymmetric jump-telegraph process Limit theorem Rescaling
topic	Asymmetric jump-telegraph process Limit theorem Rescaling
description	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.
publishDate	2012
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dc.date.accessioned.none.fl_str_mv	2020-05-26T00:01:13Z
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dc.identifier.doi.none.fl_str_mv	https://doi.org/10.1016/j.spl.2012.05.024
dc.identifier.issn.none.fl_str_mv	1677152
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dc.language.iso.spa.fl_str_mv	eng
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dc.relation.citationEndPage.none.fl_str_mv	1776
dc.relation.citationIssue.none.fl_str_mv	No. 10
dc.relation.citationStartPage.none.fl_str_mv	1768
dc.relation.citationTitle.none.fl_str_mv	Statistics and Probability Letters
dc.relation.citationVolume.none.fl_str_mv	Vol. 82
dc.relation.ispartof.spa.fl_str_mv	Statistics and Probability Letters, ISSN:1677152, Vol.82, No.10 (2012); pp. 1768-1776
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Kac's rescaling for jump-telegraph processes

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