The aim of this paper is to present large deviation results for some telegraph random motions. We are not aware of any other results of this kind except the ones for the classical telegraph process (with drift). We start with the large deviation principle of the conditional laws given the number of changes of direction for the classical case; moreover, we compare the rate function with the one obtained for the non-conditional distributions. Finally, we study an inhomogeneous model and a planar telegraph motion. (C) 2012 Elsevier B.V. All rights reserved.
De Gregorio, A., Macci, C. (2012). Large deviation principles for telegraph processes. STATISTICS & PROBABILITY LETTERS, 82(11), 1874-1882 [10.1016/j.spl.2012.06.023].
Large deviation principles for telegraph processes
MACCI, CLAUDIO
2012-01-01
Abstract
The aim of this paper is to present large deviation results for some telegraph random motions. We are not aware of any other results of this kind except the ones for the classical telegraph process (with drift). We start with the large deviation principle of the conditional laws given the number of changes of direction for the classical case; moreover, we compare the rate function with the one obtained for the non-conditional distributions. Finally, we study an inhomogeneous model and a planar telegraph motion. (C) 2012 Elsevier B.V. All rights reserved.I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
