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...
- 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)
| Summary: | 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. |
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