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arxiv: 1007.3139 · v1 · submitted 2010-07-19 · 🧮 math.PR

Occupation time distributions for the telegraph process

classification 🧮 math.PR
keywords processcasedistributionlimitoccupationtelegraphtimearcsine
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For the one-dimensional telegraph process, we obtain explicit distribution of the occupation time of the positive half-line. The long-term limiting distribution is then derived when the initial location of the process is in the range of sub-normal or normal deviations from the origin; in the former case, the limit is given by the arcsine law. These limit theorems are also extended to the case of more general occupation-type functionals.

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