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...

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Detalles Bibliográficos
Autores Principales: López, Oscar, Ratanov, Nikita
Formato: Artículo (Article)
Lenguaje:Inglés (English)
Publicado: Applied Probability Trust 2014
Acceso en línea:https://repository.urosario.edu.co/handle/10336/22232