We prove large deviation principles for three non-standard telegraph processes. The first one is a damped model with velocity driven by Bernoulli trials studied in Crimaldi et al. (2013), and we obtain the same rate function obtained in De Gregorio and Macci (2014) for another damped telegraph process. The other telegraph processes are non-damped models and we assume suitable hypotheses: in a case the holding times have a general superexponential distribution, in another case the change-of-direction number process satisfies a large deviation principle

Macci, C. (2016). Large deviations for some non-standard telegraph processes. STATISTICS & PROBABILITY LETTERS, 110, 119-127 [10.1016/j.spl.2015.12.016].

Large deviations for some non-standard telegraph processes

MACCI, CLAUDIO
2016

Abstract

We prove large deviation principles for three non-standard telegraph processes. The first one is a damped model with velocity driven by Bernoulli trials studied in Crimaldi et al. (2013), and we obtain the same rate function obtained in De Gregorio and Macci (2014) for another damped telegraph process. The other telegraph processes are non-damped models and we assume suitable hypotheses: in a case the holding times have a general superexponential distribution, in another case the change-of-direction number process satisfies a large deviation principle
Pubblicato
Rilevanza internazionale
Articolo
Esperti anonimi
Settore MAT/06 - Probabilita' e Statistica Matematica
English
Bernoulli trials; Continuous time Markov chains; Damping effect; Wave governed random motion;
Bernoulli trials Continuous time Markov chains Damping effect Wave governed random motion
Macci, C. (2016). Large deviations for some non-standard telegraph processes. STATISTICS & PROBABILITY LETTERS, 110, 119-127 [10.1016/j.spl.2015.12.016].
Macci, C
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Utilizza questo identificativo per citare o creare un link a questo documento: http://hdl.handle.net/2108/134800
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