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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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)
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spelling f353b8e6-4155-439f-9e4c-5edc7a8865716003203526002018-11-28T18:28:21Z2018-11-28T18:28:21Z20112011For 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.application/pdfISSN 0304-4149http://repository.urosario.edu.co/handle/10336/18749eng1844No. 81816Stochastic Processes and their ApplicationsVol. 121Stochastic Processes and their Applications, ISSN: 0304-4149, Vol. 121/No. 8 (2011) pp. 1816-1844https://www.sciencedirect.com/science/article/pii/S0304414911000755/pdfft?md5=30950380d17709846dd498e49745025b&pid=1-s2.0-S0304414911000755-main.pdfAbierto (Texto Completo)https://www.elsevier.com/about/policies/open-access-licenses/elsevier-user-licensehttp://purl.org/coar/access_right/c_abf2Abramowitz, M., Stegun, I.A., (1972) Handbook of Mathematical Functions, with Formulas, Graphs, and Mathematical Tables, , 9th printing Dover New Yorkinstname:Universidad del Rosarioreponame:Repositorio Institucional EdocURArcsine LawFeynmankac FormulaLaplace TransformTelegraph EquationTelegraph ProcessWeak ConvergenceArcsine LawFeynman-Kac FormulaFunctionalsHalf-LineLimit TheoremLimiting DistributionsOccupation TimeTelegraph EquationWeak ConvergenceEmploymentLaplace TransformsTelegraphFunciones armónicasTransformaciones (Matemáticas)Transformaciones de LaplaceOccupation time distributions for the telegraph processarticleArtículohttp://purl.org/coar/version/c_970fb48d4fbd8a85http://purl.org/coar/resource_type/c_6501Bogachev, LeonidRatanov, NikitaBogachev, LeonidRatanov, NikitaORIGINAL143.pdfapplication/pdf409807https://repository.urosario.edu.co/bitstreams/b6eff1f3-a7bd-4689-855a-2db504d87f11/downloadd34271d3cf283ec963077bb830d76f19MD51TEXT143.pdf.txt143.pdf.txtExtracted texttext/plain69517https://repository.urosario.edu.co/bitstreams/c7722538-280a-4980-9181-f37ffa8664e0/download3d53554790615b89ee80fdf98be18f1bMD52THUMBNAIL143.pdf.jpg143.pdf.jpgGenerated Thumbnailimage/jpeg4188https://repository.urosario.edu.co/bitstreams/b3d84f34-5002-46a5-af96-6cf2ac0a934a/downloadb64de7e5fa8e67291025e86500a0ace9MD5310336/18749oai:repository.urosario.edu.co:10336/187492019-09-19 07:38:03.190837https://www.elsevier.com/about/policies/open-access-licenses/elsevier-user-licensehttps://repository.urosario.edu.coRepositorio institucional EdocURedocur@urosario.edu.co
dc.title.spa.fl_str_mv Occupation time distributions for the telegraph process
title Occupation time distributions for the telegraph process
spellingShingle Occupation time distributions for the telegraph process
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
title_short Occupation time distributions for the telegraph process
title_full Occupation time distributions for the telegraph process
title_fullStr Occupation time distributions for the telegraph process
title_full_unstemmed Occupation time distributions for the telegraph process
title_sort Occupation time distributions for the telegraph process
dc.subject.spa.fl_str_mv Arcsine Law
Feynmankac Formula
Laplace Transform
Telegraph Equation
Telegraph Process
Weak Convergence
topic 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
dc.subject.decs.spa.fl_str_mv Arcsine Law
Feynman-Kac Formula
Functionals
Half-Line
Limit Theorem
Limiting Distributions
Occupation Time
Telegraph Equation
Weak Convergence
Employment
Laplace Transforms
Telegraph
dc.subject.lemb.spa.fl_str_mv Funciones armónicas
Transformaciones (Matemáticas)
Transformaciones de Laplace
description 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.
publishDate 2011
dc.date.created.none.fl_str_mv 2011
dc.date.issued.none.fl_str_mv 2011
dc.date.accessioned.none.fl_str_mv 2018-11-28T18:28:21Z
dc.date.available.none.fl_str_mv 2018-11-28T18:28:21Z
dc.type.eng.fl_str_mv article
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dc.type.spa.spa.fl_str_mv Artículo
dc.identifier.issn.none.fl_str_mv ISSN 0304-4149
dc.identifier.uri.none.fl_str_mv http://repository.urosario.edu.co/handle/10336/18749
identifier_str_mv ISSN 0304-4149
url http://repository.urosario.edu.co/handle/10336/18749
dc.language.iso.spa.fl_str_mv eng
language eng
dc.relation.citationEndPage.none.fl_str_mv 1844
dc.relation.citationIssue.none.fl_str_mv No. 8
dc.relation.citationStartPage.none.fl_str_mv 1816
dc.relation.citationTitle.none.fl_str_mv Stochastic Processes and their Applications
dc.relation.citationVolume.none.fl_str_mv Vol. 121
dc.relation.ispartof.spa.fl_str_mv Stochastic Processes and their Applications, ISSN: 0304-4149, Vol. 121/No. 8 (2011) pp. 1816-1844
dc.relation.uri.spa.fl_str_mv https://www.sciencedirect.com/science/article/pii/S0304414911000755/pdfft?md5=30950380d17709846dd498e49745025b&pid=1-s2.0-S0304414911000755-main.pdf
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dc.rights.acceso.spa.fl_str_mv Abierto (Texto Completo)
dc.rights.uri.none.fl_str_mv https://www.elsevier.com/about/policies/open-access-licenses/elsevier-user-license
rights_invalid_str_mv Abierto (Texto Completo)
https://www.elsevier.com/about/policies/open-access-licenses/elsevier-user-license
http://purl.org/coar/access_right/c_abf2
dc.format.mimetype.none.fl_str_mv application/pdf
institution Universidad del Rosario
dc.source.bibliographicCitation.spa.fl_str_mv Abramowitz, M., Stegun, I.A., (1972) Handbook of Mathematical Functions, with Formulas, Graphs, and Mathematical Tables, , 9th printing Dover New York
dc.source.instname.none.fl_str_mv instname:Universidad del Rosario
dc.source.reponame.none.fl_str_mv reponame:Repositorio Institucional EdocUR
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