首页 | 本学科首页   官方微博 | 高级检索  
     检索      


Occupation time distributions for the telegraph process
Authors:Leonid Bogachev  Nikita Ratanov
Institution:
  • a Department of Statistics, School of Mathematics, University of Leeds, Leeds LS2 9JT, UK
  • b Facultad de Economía, Universidad del Rosario, Cl.14, No. 4-69, Bogotá, Colombia
  • Abstract: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.
    Keywords:primary  60J27  secondary  60J65  60F05  60K99
    本文献已被 ScienceDirect 等数据库收录!
    设为首页 | 免责声明 | 关于勤云 | 加入收藏

    Copyright©北京勤云科技发展有限公司  京ICP备09084417号