On the asymmetric telegraph processes

We study the one-dimensional random motionX = X(t), t 0, which takes two different velocities with two different alternating intensities. The closed-form formulae for the density functions of X and for the moments of any order, as well as the distributions of the first passage times, are obtained. T...

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Autores:

Tipo de recurso:

Fecha de publicación:

2014

Institución:

Universidad del Rosario

Repositorio:

Repositorio EdocUR - U. Rosario

Idioma:

eng

OAI Identifier:

oai:repository.urosario.edu.co:10336/22232

Acceso en línea:

https://doi.org/10.1239/jap/1402578644
https://repository.urosario.edu.co/handle/10336/22232

Palabra clave:

Asymmetric telegraph process
First passage time
Kac's asymptotics
Kummer function
Modified Bessel function
Moments

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