Kac's rescaling for jump-telegraph processes

Oscar López; Nikita Ratanov

doi:10.1016/j.spl.2012.05.024

Kac's rescaling for jump-telegraph processes

Oscar López, Nikita Ratanov

urosario

Research output: Contribution to journal › Research Article › peer-review

10 Scopus citations

Abstract

We present limit theorems for an asymmetric telegraph process with drift and jumps under different rescaling conditions. The explicit formulae for the related characteristic functions are derived by solving a Cauchy problem for the respective hyperbolic system.

Original language	English (US)
Pages (from-to)	1768-1776
Number of pages	9
Journal	Statistics and Probability Letters
Volume	82
Issue number	10
DOIs	https://doi.org/10.1016/j.spl.2012.05.024
State	Published - Oct 2012

All Science Journal Classification (ASJC) codes

Statistics and Probability
Statistics, Probability and Uncertainty

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10.1016/j.spl.2012.05.024

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title = "Kac's rescaling for jump-telegraph processes",

abstract = "We present limit theorems for an asymmetric telegraph process with drift and jumps under different rescaling conditions. The explicit formulae for the related characteristic functions are derived by solving a Cauchy problem for the respective hyperbolic system.",

author = "Oscar L{\'o}pez and Nikita Ratanov",

note = "Funding Information: The work was partially supported by Research Fund of Rosario University (FIUR ), project DVG140. We are grateful to the anonymous referees for careful reading of the manuscript. Copyright: Copyright 2012 Elsevier B.V., All rights reserved.",

year = "2012",

month = oct,

doi = "10.1016/j.spl.2012.05.024",

language = "English (US)",

volume = "82",

pages = "1768--1776",

journal = "Statistics and Probability Letters",

issn = "0167-7152",

publisher = "Elsevier BV",

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TY - JOUR

T1 - Kac's rescaling for jump-telegraph processes

AU - López, Oscar

AU - Ratanov, Nikita

N1 - Funding Information: The work was partially supported by Research Fund of Rosario University (FIUR ), project DVG140. We are grateful to the anonymous referees for careful reading of the manuscript. Copyright: Copyright 2012 Elsevier B.V., All rights reserved.

PY - 2012/10

Y1 - 2012/10

N2 - We present limit theorems for an asymmetric telegraph process with drift and jumps under different rescaling conditions. The explicit formulae for the related characteristic functions are derived by solving a Cauchy problem for the respective hyperbolic system.

AB - We present limit theorems for an asymmetric telegraph process with drift and jumps under different rescaling conditions. The explicit formulae for the related characteristic functions are derived by solving a Cauchy problem for the respective hyperbolic system.

UR - https://www.scopus.com/pages/publications/84863087474

UR - https://www.scopus.com/inward/citedby.url?scp=84863087474&partnerID=8YFLogxK

U2 - 10.1016/j.spl.2012.05.024

DO - 10.1016/j.spl.2012.05.024

M3 - Research Article

AN - SCOPUS:84863087474

SN - 0167-7152

VL - 82

SP - 1768

EP - 1776

JO - Statistics and Probability Letters

JF - Statistics and Probability Letters

IS - 10

ER -

Kac's rescaling for jump-telegraph processes

Abstract

All Science Journal Classification (ASJC) codes

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