Ítem
Acceso Abierto

Occupation time distributions for the telegraph process

Mostrar el registro sencillo de la publicación
dc.creatorBogachev, Leonid
dc.creatorRatanov, Nikita
dc.creator.googleBogachev, Leonidspa
dc.creator.googleRatanov, Nikitaspa
dc.date.accessioned2018-11-28T18:28:21Z
dc.date.available2018-11-28T18:28:21Z
dc.date.created2011
dc.date.issued2011
dc.description.abstractFor 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.mimetypeapplication/pdf
dc.identifier.issnISSN 0304-4149
dc.identifier.urihttp://repository.urosario.edu.co/handle/10336/18749
dc.language.isoengspa
dc.relation.citationEndPage1844
dc.relation.citationIssueNo. 8
dc.relation.citationStartPage1816
dc.relation.citationTitleStochastic Processes and their Applications
dc.relation.citationVolumeVol. 121
dc.relation.ispartofStochastic Processes and their Applications, ISSN: 0304-4149, Vol. 121/No. 8 (2011) pp. 1816-1844spa
dc.relation.urihttps://www.sciencedirect.com/science/article/pii/S0304414911000755/pdfft?md5=30950380d17709846dd498e49745025b&pid=1-s2.0-S0304414911000755-main.pdfspa
dc.rights.accesRightsinfo:eu-repo/semantics/openAccess
dc.rights.accesoAbierto (Texto Completo)spa
dc.rights.urihttps://www.elsevier.com/about/policies/open-access-licenses/elsevier-user-license
dc.source.bibliographicCitationAbramowitz, M., Stegun, I.A., (1972) Handbook of Mathematical Functions, with Formulas, Graphs, and Mathematical Tables, , 9th printing Dover New Yorkspa
dc.source.instnameinstname:Universidad del Rosario
dc.source.reponamereponame:Repositorio Institucional EdocUR
dc.subjectArcsine Lawspa
dc.subjectFeynmankac Formulaspa
dc.subjectLaplace Transformspa
dc.subjectTelegraph Equationspa
dc.subjectTelegraph Processspa
dc.subjectWeak Convergencespa
dc.subject.decsArcsine Lawspa
dc.subject.decsFeynman-Kac Formulaspa
dc.subject.decsFunctionalsspa
dc.subject.decsHalf-Linespa
dc.subject.decsLimit Theoremspa
dc.subject.decsLimiting Distributionsspa
dc.subject.decsOccupation Timespa
dc.subject.decsTelegraph Equationspa
dc.subject.decsWeak Convergencespa
dc.subject.decsEmploymentspa
dc.subject.decsLaplace Transformsspa
dc.subject.decsTelegraphspa
dc.subject.lembFunciones armónicasspa
dc.subject.lembTransformaciones (Matemáticas)spa
dc.subject.lembTransformaciones de Laplacespa
dc.titleOccupation time distributions for the telegraph processspa
dc.typearticleeng
dc.type.hasVersioninfo:eu-repo/semantics/publishedVersion
dc.type.spaArtículospa
Archivos
Bloque original
Mostrando1 - 1 de 1
Miniatura
Nombre:
143.pdf
Tamaño:
400.2 KB
Formato:
Adobe Portable Document Format
Descripción:
Descargar
Colecciones
Artículos