Article ID Journal Published Year Pages File Type
1153299 Statistics & Probability Letters 2012 9 Pages PDF
Abstract

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.

Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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