On the asymmetric telegraph processes Academic Article

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. © Applied Probability Trust 2014.

publication date

  • 2014/1/1

keywords

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

International Standard Serial Number (ISSN)

  • 0021-9002

number of pages

  • 21

start page

  • 569

end page

  • 589