On the asymmetric telegraph processes

Oscar López, Nikita Ratanov

Resultado de la investigación: Contribución a RevistaArtículo

7 Citas (Scopus)

Resumen

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.
Idioma originalEnglish (US)
Páginas (desde-hasta)569-589
Número de páginas21
PublicaciónJournal of Applied Probability
DOI
EstadoPublished - ene 1 2014

Huella dactilar

Moment
Limit Behavior
First Passage Time
Density Function
Closed-form
Scaling
First passage time
Density function

Citar esto

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On the asymmetric telegraph processes. / López, Oscar; Ratanov, Nikita.

En: Journal of Applied Probability, 01.01.2014, p. 569-589.

Resultado de la investigación: Contribución a RevistaArtículo

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AB - 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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