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Occupation time distributions for the telegraph process
dc.creator | Bogachev, Leonid | |
dc.creator | Ratanov, Nikita | |
dc.creator.google | Bogachev, Leonid | spa |
dc.creator.google | Ratanov, Nikita | spa |
dc.date.accessioned | 2018-11-28T18:28:21Z | |
dc.date.available | 2018-11-28T18:28:21Z | |
dc.date.created | 2011 | |
dc.date.issued | 2011 | |
dc.description.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. © 2011 Elsevier B.V. All rights reserved. | eng |
dc.format.mimetype | application/pdf | |
dc.identifier.issn | ISSN 0304-4149 | |
dc.identifier.uri | http://repository.urosario.edu.co/handle/10336/18749 | |
dc.language.iso | eng | spa |
dc.relation.citationEndPage | 1844 | |
dc.relation.citationIssue | No. 8 | |
dc.relation.citationStartPage | 1816 | |
dc.relation.citationTitle | Stochastic Processes and their Applications | |
dc.relation.citationVolume | Vol. 121 | |
dc.relation.ispartof | Stochastic Processes and their Applications, ISSN: 0304-4149, Vol. 121/No. 8 (2011) pp. 1816-1844 | spa |
dc.relation.uri | https://www.sciencedirect.com/science/article/pii/S0304414911000755/pdfft?md5=30950380d17709846dd498e49745025b&pid=1-s2.0-S0304414911000755-main.pdf | spa |
dc.rights.accesRights | info:eu-repo/semantics/openAccess | |
dc.rights.acceso | Abierto (Texto Completo) | spa |
dc.rights.uri | https://www.elsevier.com/about/policies/open-access-licenses/elsevier-user-license | |
dc.source.bibliographicCitation | Abramowitz, M., Stegun, I.A., (1972) Handbook of Mathematical Functions, with Formulas, Graphs, and Mathematical Tables, , 9th printing Dover New York | spa |
dc.source.instname | instname:Universidad del Rosario | |
dc.source.reponame | reponame:Repositorio Institucional EdocUR | |
dc.subject | Arcsine Law | spa |
dc.subject | Feynmankac Formula | spa |
dc.subject | Laplace Transform | spa |
dc.subject | Telegraph Equation | spa |
dc.subject | Telegraph Process | spa |
dc.subject | Weak Convergence | spa |
dc.subject.decs | Arcsine Law | spa |
dc.subject.decs | Feynman-Kac Formula | spa |
dc.subject.decs | Functionals | spa |
dc.subject.decs | Half-Line | spa |
dc.subject.decs | Limit Theorem | spa |
dc.subject.decs | Limiting Distributions | spa |
dc.subject.decs | Occupation Time | spa |
dc.subject.decs | Telegraph Equation | spa |
dc.subject.decs | Weak Convergence | spa |
dc.subject.decs | Employment | spa |
dc.subject.decs | Laplace Transforms | spa |
dc.subject.decs | Telegraph | spa |
dc.subject.lemb | Funciones armónicas | spa |
dc.subject.lemb | Transformaciones (Matemáticas) | spa |
dc.subject.lemb | Transformaciones de Laplace | spa |
dc.title | Occupation time distributions for the telegraph process | spa |
dc.type | article | eng |
dc.type.hasVersion | info:eu-repo/semantics/publishedVersion | |
dc.type.spa | Artículo | spa |
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