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...

Full description

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)
id EDOCUR2_ba034559c26b05a9ba93329cee27e4d2
oai_identifier_str oai:repository.urosario.edu.co:10336/22232
network_acronym_str EDOCUR2
network_name_str Repositorio EdocUR - U. Rosario
repository_id_str
spelling 051eab7f-7e2b-4d50-b548-e1a1828900b8-13203526002020-05-25T23:55:50Z2020-05-25T23:55:50Z2014We 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.application/pdfhttps://doi.org/10.1239/jap/1402578644219002https://repository.urosario.edu.co/handle/10336/22232engApplied Probability Trust589No. 2569Journal of Applied ProbabilityVol. 51Journal of Applied Probability, ISSN:219002, Vol.51, No.2 (2014); pp. 569-589https://www.scopus.com/inward/record.uri?eid=2-s2.0-84903949376&doi=10.1239%2fjap%2f1402578644&partnerID=40&md5=1414bdb71f5a29ddf0cd419cd5d33cb5Abierto (Texto Completo)http://purl.org/coar/access_right/c_abf2instname:Universidad del Rosarioreponame:Repositorio Institucional EdocURAsymmetric telegraph processFirst passage timeKac's asymptoticsKummer functionModified Bessel functionMomentsOn the asymmetric telegraph processesarticleArtículohttp://purl.org/coar/version/c_970fb48d4fbd8a85http://purl.org/coar/resource_type/c_6501López, OscarRatanov, Nikita10336/22232oai:repository.urosario.edu.co:10336/222322022-05-02 07:37:18.095602https://repository.urosario.edu.coRepositorio institucional EdocURedocur@urosario.edu.co
dc.title.spa.fl_str_mv On the asymmetric telegraph processes
title On the asymmetric telegraph processes
spellingShingle On the asymmetric telegraph processes
Asymmetric telegraph process
First passage time
Kac's asymptotics
Kummer function
Modified Bessel function
Moments
title_short On the asymmetric telegraph processes
title_full On the asymmetric telegraph processes
title_fullStr On the asymmetric telegraph processes
title_full_unstemmed On the asymmetric telegraph processes
title_sort On the asymmetric telegraph processes
dc.subject.keyword.spa.fl_str_mv Asymmetric telegraph process
First passage time
Kac's asymptotics
Kummer function
Modified Bessel function
Moments
topic Asymmetric telegraph process
First passage time
Kac's asymptotics
Kummer function
Modified Bessel function
Moments
description 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.
publishDate 2014
dc.date.created.spa.fl_str_mv 2014
dc.date.accessioned.none.fl_str_mv 2020-05-25T23:55:50Z
dc.date.available.none.fl_str_mv 2020-05-25T23:55:50Z
dc.type.eng.fl_str_mv article
dc.type.coarversion.fl_str_mv http://purl.org/coar/version/c_970fb48d4fbd8a85
dc.type.coar.fl_str_mv http://purl.org/coar/resource_type/c_6501
dc.type.spa.spa.fl_str_mv Artículo
dc.identifier.doi.none.fl_str_mv https://doi.org/10.1239/jap/1402578644
dc.identifier.issn.none.fl_str_mv 219002
dc.identifier.uri.none.fl_str_mv https://repository.urosario.edu.co/handle/10336/22232
url https://doi.org/10.1239/jap/1402578644
https://repository.urosario.edu.co/handle/10336/22232
identifier_str_mv 219002
dc.language.iso.spa.fl_str_mv eng
language eng
dc.relation.citationEndPage.none.fl_str_mv 589
dc.relation.citationIssue.none.fl_str_mv No. 2
dc.relation.citationStartPage.none.fl_str_mv 569
dc.relation.citationTitle.none.fl_str_mv Journal of Applied Probability
dc.relation.citationVolume.none.fl_str_mv Vol. 51
dc.relation.ispartof.spa.fl_str_mv Journal of Applied Probability, ISSN:219002, Vol.51, No.2 (2014); pp. 569-589
dc.relation.uri.spa.fl_str_mv https://www.scopus.com/inward/record.uri?eid=2-s2.0-84903949376&doi=10.1239%2fjap%2f1402578644&partnerID=40&md5=1414bdb71f5a29ddf0cd419cd5d33cb5
dc.rights.coar.fl_str_mv http://purl.org/coar/access_right/c_abf2
dc.rights.acceso.spa.fl_str_mv Abierto (Texto Completo)
rights_invalid_str_mv Abierto (Texto Completo)
http://purl.org/coar/access_right/c_abf2
dc.format.mimetype.none.fl_str_mv application/pdf
dc.publisher.spa.fl_str_mv Applied Probability Trust
institution Universidad del Rosario
dc.source.instname.spa.fl_str_mv instname:Universidad del Rosario
dc.source.reponame.spa.fl_str_mv reponame:Repositorio Institucional EdocUR
repository.name.fl_str_mv Repositorio institucional EdocUR
repository.mail.fl_str_mv edocur@urosario.edu.co
_version_ 1814167696625893376

Publicaciones similares