Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1156803 | Stochastic Processes and their Applications | 2011 | 29 Pages |
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.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Leonid Bogachev, Nikita Ratanov,