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Kac's rescaling for jump-telegraph processes
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López, Oscar
Ratanov, Nikita
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Fecha
2012
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Abstract
We present limit theorems for an asymmetric telegraph process with drift and jumps under different rescaling conditions. The explicit formulae for the related characteristic functions are derived by solving a Cauchy problem for the respective hyperbolic system. © 2012 Elsevier B.V.
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Keywords
Asymmetric jump-telegraph process , Limit theorem , Rescaling