Occupation time distributions for the telegraph process Academic Article

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. © 2011 Elsevier B.V. All rights reserved.

publication date

  • 2011/8/1

keywords

  • Arc-sine Law
  • Deviation
  • Half line
  • Limit Theorems
  • Limiting Distribution
  • Occupation Time
  • Range of data
  • Telegraph

International Standard Serial Number (ISSN)

  • 0304-4149

number of pages

  • 29

start page

  • 1816

end page

  • 1844