Occupation time distributions for the telegraph process

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 fo...

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Autores:
Tipo de recurso:
Fecha de publicación:
2011
Institución:
Universidad del Rosario
Repositorio:
Repositorio EdocUR - U. Rosario
Idioma:
eng
OAI Identifier:
oai:repository.urosario.edu.co:10336/18749
Acceso en línea:
http://repository.urosario.edu.co/handle/10336/18749
Palabra clave:
Arcsine Law
Feynmankac Formula
Laplace Transform
Telegraph Equation
Telegraph Process
Weak Convergence
Arcsine Law
Feynman-Kac Formula
Functionals
Half-Line
Limit Theorem
Limiting Distributions
Occupation Time
Telegraph Equation
Weak Convergence
Employment
Laplace Transforms
Telegraph
Funciones armónicas
Transformaciones (Matemáticas)
Transformaciones de Laplace
Rights
License
Abierto (Texto Completo)