论文标题

电报过程的吸收时间的渐近结果在起源处具有非标准屏障

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

论文作者

Iuliano, Antonella, Macci, Claudio

论文摘要

在[5]中研究了具有弹性屏障的电报过程。特别地,在[17]中获得了吸收前的访问数量。在本文中,我们研究了M是轻尾分布式随机变量的广义模型的大偏差。

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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