A telegraph process with an elastic barrier at the origin was studied in Di Crescenzo et al. (2018); in particular the number of visits of the origin before the absorption is a geometric distributed random variable M. Some asymptotic results (large and moderate deviations) for that model were obtained in Macci et al. (2021). In this paper we study large and moderate deviations for a generalized model where M is a light-tailed distributed random variable.
Iuliano, A., Macci, C. (2023). Asymptotic results for the absorption time of telegraph processes with a non-standard barrier at the origin. STATISTICS & PROBABILITY LETTERS, 196 [10.1016/j.spl.2023.109800].
Asymptotic results for the absorption time of telegraph processes with a non-standard barrier at the origin
Claudio Macci
2023-01-01
Abstract
A telegraph process with an elastic barrier at the origin was studied in Di Crescenzo et al. (2018); in particular the number of visits of the origin before the absorption is a geometric distributed random variable M. Some asymptotic results (large and moderate deviations) for that model were obtained in Macci et al. (2021). In this paper we study large and moderate deviations for a generalized model where M is a light-tailed distributed random variable.I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
