کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1153299 958326 2012 9 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Large deviation principles for telegraph processes
کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آمار و احتمال
پیش نمایش صفحه اول مقاله
Large deviation principles for telegraph processes
چکیده انگلیسی

The aim of this paper is to present large deviation results for some telegraph random motions. We are not aware of any other results of this kind except the ones for the classical telegraph process (with drift). We start with the large deviation principle of the conditional laws given the number of changes of direction for the classical case; moreover, we compare the rate function with the one obtained for the non-conditional distributions. Finally, we study an inhomogeneous model and a planar telegraph motion.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Statistics & Probability Letters - Volume 82, Issue 11, November 2012, Pages 1874–1882
نویسندگان
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