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

Antonella Iuliano; Claudio Macci

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arXiv · 2210.12107

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

Antonella Iuliano·Claudio Macci

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Abstract

A telegraph process with an elastic barrier at the origin was studied in [5]; in particular the number of visits of the origin before the absorption is a geometric distributed random variable M. Some asymptotic results (large and moderate deviations) for that model were obtained in [17]. In this paper we study large and moderate deviations for a generalized model where M is a light-tailed distributed random variable.

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Antonella Iuliano, Claudio Macci. 2022-10-21. Asymptotic results for the absorption time of telegraph processes with a non-standard barrier at the origin. https://arxiv.org/abs/2210.12107

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