Piecewise deterministic processes following two alternating patterns

Nikita Ratanov; Antonio Di Crescenzo; Barbara Martinucci

doi:10.1017/jpr.2019.58

Piecewise deterministic processes following two alternating patterns

Nikita Ratanov, Antonio Di Crescenzo, Barbara Martinucci

Research output: Contribution to journal › Article › peer-review

5 Scopus citations

Abstract

We propose a wide generalization of known results related to the telegraph process. Functionals of the simple telegraph process on a straight line and their generalizations on an arbitrary state space are studied.

Original language	English (US)
Pages (from-to)	1006-1019
Number of pages	14
Journal	Journal of Applied Probability
Volume	56
Issue number	4
DOIs	https://doi.org/10.1017/jpr.2019.58
State	Published - Dec 1 2019

All Science Journal Classification (ASJC) codes

Statistics and Probability
Mathematics(all)
Statistics, Probability and Uncertainty

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10.1017/jpr.2019.58

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title = "Piecewise deterministic processes following two alternating patterns",

abstract = "We propose a wide generalization of known results related to the telegraph process. Functionals of the simple telegraph process on a straight line and their generalizations on an arbitrary state space are studied.",

author = "Nikita Ratanov and {Di Crescenzo}, Antonio and Barbara Martinucci",

year = "2019",

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AU - Di Crescenzo, Antonio

AU - Martinucci, Barbara

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JO - Journal of Applied Probability

JF - Journal of Applied Probability

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Piecewise deterministic processes following two alternating patterns

Abstract

All Science Journal Classification (ASJC) codes

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