Kac's rescaling for jump-telegraph processes

López, Oscar; Ratanov, Nikita

doi:https://doi.org/10.1016/j.spl.2012.05.024

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Kac's rescaling for jump-telegraph processes

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dc.creator	López, Oscar	spa
dc.creator	Ratanov, Nikita
dc.date.accessioned	2020-05-26T00:01:13Z
dc.date.available	2020-05-26T00:01:13Z
dc.date.created	2012	spa
dc.description.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.	eng
dc.format.mimetype	application/pdf
dc.identifier.doi	https://doi.org/10.1016/j.spl.2012.05.024
dc.identifier.issn	1677152
dc.identifier.uri	https://repository.urosario.edu.co/handle/10336/23334
dc.language.iso	eng	spa
dc.relation.citationEndPage	1776
dc.relation.citationIssue	No. 10
dc.relation.citationStartPage	1768
dc.relation.citationTitle	Statistics and Probability Letters
dc.relation.citationVolume	Vol. 82
dc.relation.ispartof	Statistics and Probability Letters, ISSN:1677152, Vol.82, No.10 (2012); pp. 1768-1776	spa
dc.relation.uri	https://www.scopus.com/inward/record.uri?eid=2-s2.0-84863087474&doi=10.1016%2fj.spl.2012.05.024&partnerID=40&md5=ead8a12a2379662489e03c6b156eede9	spa
dc.rights.accesRights	info:eu-repo/semantics/openAccess
dc.rights.acceso	Abierto (Texto Completo)	spa
dc.source.instname	instname:Universidad del Rosario	spa
dc.source.reponame	reponame:Repositorio Institucional EdocUR	spa
dc.subject.keyword	Asymmetric jump-telegraph process	spa
dc.subject.keyword	Limit theorem	spa
dc.subject.keyword	Rescaling	spa
dc.title	Kac's rescaling for jump-telegraph processes	spa
dc.type	article	eng
dc.type.hasVersion	info:eu-repo/semantics/publishedVersion
dc.type.spa	Artículo	spa