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

Antonella Iuliano and Claudio Macci

Statistics & Probability Letters, 2023, vol. 196, issue C

Abstract: A telegraph process with an elastic barrier at the origin was studied in Di Crescenzo et al. (2018); 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 Macci et al. (2021). In this paper we study large and moderate deviations for a generalized model where M is a light-tailed distributed random variable.

Keywords: Finite velocity; Random motion; Large deviations; Moderate deviations (search for similar items in EconPapers)
Date: 2023
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DOI: 10.1016/j.spl.2023.109800

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