Large deviations for some non-standard telegraph processes

DOI10.1016/J.SPL.2015.12.016zbMath1336.60059OpenAlexW2207369789MaRDI QIDQ273708

Claudio Macci

Publication date: 22 April 2016

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2015.12.016

zbMATH Keywords

damping effectlarge deviationscontinuous-time Markov chainsBernoulli trialstelegraph processeswave governed random motion

Mathematics Subject Classification ID

Large deviations (60F10) Continuous-time Markov processes on discrete state spaces (60J27)

Related Items (3)

Asymptotic results for the absorption time of telegraph processes with a non-standard barrier at the origin ⋮ Asymptotic results for the absorption time of telegraph processes with elastic boundary at the origin ⋮ On occupation time for on-off processes with multiple off-states

Cites Work

• Unnamed Item
• Unnamed Item
• Telegraph processes and option pricing
• Probability law and flow function of Brownian motion driven by a generalized telegraph process
• Markov additive processes. I: Eigenvalue properties and limit theorems
• Markov additive processes. II: Large deviations
• Large deviation principles for telegraph processes
• Probability law, flow function, maximum distribution of wave-governed random motions and their connections with Kirchhoff's laws
• Convergence of large deviation rates based on a link between wave governed random motions and ruin processes
• Planar random motions with drift
• Damped jump-telegraph processes
• Random flights in higher spaces
• On random motions with velocities alternating at Erlang-distributed random times
• Large Deviations for a Damped Telegraph Process
• A Damped Telegraph Random Process with Logistic Stationary Distribution
• Telegraph processes with random velocities
• On the large deviations of a class of modulated additive processes
• Generalized Telegraph Process with Random Jumps
• A Generalized Telegraph Process with Velocity Driven by Random Trials
• The Large Deviation Principle for the On-Off Weibull Sojourn Process
• Probabilistic analysis of the telegrapher's process with drift by means of relativistic transformations
• Statistical analysis of the inhomogeneous telegrapher's process

This page was built for publication: Large deviations for some non-standard telegraph processes