Abstract
The paper concerns a piecewise linear process controlled by the set of
velocities {cn}n≥0 consecutively switched after exponentially distributed, Exp(λn),
n ≥ 0, time intervals. The distribution of such process is studied in detail, including
the distribution of the first passage time through the constant boundary.
The processes which moves by alternating patterns and with a double jump
component are also studied.
velocities {cn}n≥0 consecutively switched after exponentially distributed, Exp(λn),
n ≥ 0, time intervals. The distribution of such process is studied in detail, including
the distribution of the first passage time through the constant boundary.
The processes which moves by alternating patterns and with a double jump
component are also studied.
| Translated title of the contribution | Procesos lineales de piezas autoexcitantes |
|---|---|
| Original language | English (US) |
| Pages (from-to) | 455 - 471 |
| Journal | Alea: Estudios Neolatinos |
| Volume | 14 |
| State | Published - 2017 |