On the asymmetric telegraph processes
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. T...
| Autores Principales: | , |
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| Formato: | Artículo (Article) |
| Lenguaje: | Inglés (English) |
| Publicado: |
Applied Probability Trust
2014
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| Materias: | |
| Acceso en línea: | https://repository.urosario.edu.co/handle/10336/22232 https://doi.org/10.1239/jap/1402578644 |