Bogachev, Leonid; Ratanov, Nikita - In: Stochastic Processes and their Applications 121 (2011) 8, pp. 1816-1844
For the one-dimensional telegraph process, we obtain explicitly the 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 subnormal or normal deviations from the origin; in...