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...
- 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
- Rights
- License
- Abierto (Texto Completo)
| Summary: | 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. The limit behaviour of the moments is analysed under nonstandard Kac's scaling. © Applied Probability Trust 2014. |
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