Large deviation principles for telegraph processes

DOI10.1016/j.spl.2012.06.023zbMath1251.60023OpenAlexW2000497356MaRDI QIDQ712510

Alessandro De Gregorio, Claudio Macci

Publication date: 17 October 2012

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

Full work available at URL: https://doi.org/10.1016/j.spl.2012.06.023

zbMATH Keywords

random motionsMarkov additive processesinhomogeneous Poisson processesconditional laws

Mathematics Subject Classification ID

Large deviations (60F10) Continuous-time Markov processes on discrete state spaces (60J27)

Related Items (7)

Large deviations for some non-standard telegraph processes ⋮ Large Deviations for a Damped Telegraph Process ⋮ Telegraph process with elastic boundary at the origin ⋮ First-order condensation transition in the position distribution of a run-and-tumble particle in one dimension ⋮ Certain functionals of squared telegraph processes ⋮ Probability distributions for the run-and-tumble models with variable speed and tumbling rate ⋮ On occupation time for on-off processes with multiple off-states

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