کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1156803 958872 2011 29 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Occupation time distributions for the telegraph process
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله
Occupation time distributions for the telegraph process
چکیده انگلیسی

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.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Stochastic Processes and their Applications - Volume 121, Issue 8, August 2011, Pages 1816–1844
نویسندگان
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