Abstract
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.
| Original language | English (US) |
|---|---|
| Pages (from-to) | 569-589 |
| Number of pages | 21 |
| Journal | Journal of Applied Probability |
| Volume | 51 |
| Issue number | 2 |
| DOIs | |
| State | Published - Jun 2014 |
All Science Journal Classification (ASJC) codes
- Statistics and Probability
- General Mathematics
- Statistics, Probability and Uncertainty