Article ID Journal Published Year Pages File Type
1156803 Stochastic Processes and their Applications 2011 29 Pages PDF
Abstract

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.

Related Topics
Physical Sciences and Engineering Mathematics Mathematics (General)
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