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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Detalles Bibliográficos
Autores Principales: Bogachev, Leonid, Ratanov, Nikita
Formato: Artículo (Article)
Lenguaje:Inglés (English)
Publicado: 2011
Materias:
Acceso en línea:http://repository.urosario.edu.co/handle/10336/18749