• Title of article

    Occupation time distributions for the telegraph process

  • Author/Authors

    Bogachev، نويسنده , , Leonid and Ratanov، نويسنده , , Nikita، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2011
  • Pages
    29
  • From page
    1816
  • To page
    1844
  • 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
    Telegraph process , Arcsine law , Laplace transform , Telegraph equation , Feynman–Kac formula , weak convergence
  • Journal title
    Stochastic Processes and their Applications
  • Serial Year
    2011
  • Journal title
    Stochastic Processes and their Applications
  • Record number

    1578432