Asymptotic results for the absorption time of telegraph processes with elastic boundary at the origin

DOI10.1007/s11009-020-09804-yzbMath1476.60059arXiv2009.05294OpenAlexW3037813617MaRDI QIDQ2241639

Barbara Martinucci, Claudio Macci, Enrica Pirozzi

Publication date: 9 November 2021

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2009.05294

zbMATH Keywords

large deviationsmoderate deviationstelegraph processabsorption probabilityfinite velocityrandom motion

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Large deviations (60F10) Markov renewal processes, semi-Markov processes (60K15)

Related Items (2)

Some examples of noncentral moderate deviations for sequences of real random variables ⋮ Asymptotic results for the absorption time of telegraph processes with a non-standard barrier at the origin

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