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

Universidad del Rosario

Producción científica: Contribución a una revista › Artículo › revisión exhaustiva

10 Citas (Scopus)

Resumen

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.

Idioma original	Inglés estadounidense
Páginas (desde-hasta)	1768-1776
Número de páginas	9
Publicación	Statistics and Probability Letters
Volumen	82
N.º	10
DOI	https://doi.org/10.1016/j.spl.2012.05.024
Estado	Publicada - oct. 2012

Áreas temáticas de ASJC Scopus

Estadística y probabilidad
Estadística, probabilidad e incerteza

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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.",

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AU - Ratanov, Nikita

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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.

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Kac's rescaling for jump-telegraph processes

Resumen

Áreas temáticas de ASJC Scopus

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