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 Principales: | , |
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| Formato: | Artículo (Article) |
| Lenguaje: | Inglés (English) |
| Publicado: |
2011
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| Materias: | |
| Acceso en línea: | http://repository.urosario.edu.co/handle/10336/18749 |