Asymptotic results for the absorption time of telegraph processes with a non-standard barrier at the origin

DOI10.1016/j.spl.2023.109800zbMath1518.60038arXiv2210.12107OpenAlexW4320341311MaRDI QIDQ6160851

Claudio Macci, Antonella Iuliano

Publication date: 26 June 2023

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2210.12107

zbMATH Keywords

large deviationsmoderate deviationsfinite velocityrandom motion

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Large deviations (60F10) Markov renewal processes, semi-Markov processes (60K15)

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