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Some Results on the Telegraph Process Confined by Two Non ...


Some Results on the Telegraph Process Confined by Two Non ...

The process experiences hard reflection at the boundaries (with random switching to full absorption). Namely, when the process hits the origin ( ...

Some results on the telegraph process confined by two non ... - arXiv

Comments: 23 pages, 12 figures, to appear on "Methodology and Computing in Applied Probability" ; Subjects: Probability (math.PR); Mathematical ...

Some results on the telegraph process confined by two non ... - arXiv

MSC: 60K15, 60J25. Keywords: finite velocity random motion; telegraph process; two-boundary problem; absorption time; renewal cycle. 1 ...

Some Results on the Telegraph Process Confined by Two Non ...

Downloadable (with restrictions)! We analyze the one-dimensional telegraph random process confined by two boundaries, 0 and H > 0. The process experiences ...

Some results on the telegraph process confined by two non ...

Request PDF | Some results on the telegraph process confined by two non-standard boundaries | We analyze the one-dimensional telegraph random process ...

Some Results on the Telegraph Process Confined by Two Non ...

Request PDF | Some Results on the Telegraph Process Confined by Two Non-Standard Boundaries | We analyze the one-dimensional telegraph ...

Some Results on the Telegraph Process Confined by Two Non ...

We analyze the one-dimensional telegraph random process confined by two boundaries, 0 and H > 0. The process experiences hard reflection at the boundaries ...

Asymptotic results for the absorption time of telegraph processes ...

Large Deviations Techniques and Applications ... Di CrescenzoA. ... et al. Some results on the telegraph process confined by two non-standard boundaries. Methodol.

Some results on the telegraph process driven by gamma components

We study the integrated telegraph process under the assumption of general distribution for the random times between consecutive reversals of direction.

[PDF] Telegraph Process with Elastic Boundary at the Origin ...

Some Results on the Telegraph Process Confined by Two Non-Standard Boundaries · A. Di CrescenzoB. MartinucciPaola ParaggioS. Zacks. Mathematics, Physics.

Certain functionals of squared telegraph processes

Starting from this study, we provide some results on the probability density functions of the two-dimensional radial telegraph process and of the product of two ...

A note on the conditional probabilities of the telegraph process

Some Results on the Telegraph Process Confined by Two Non-Standard Boundaries · A. Di CrescenzoB. MartinucciPaola ParaggioS. Zacks. Mathematics, Physics.

Occupation time distributions for the telegraph process

Some Results on the Telegraph Process Confined by Two Non-Standard Boundaries · Antonio DI CRESCENZO. Methodology and Computing in Applied Probability, 2020.

Asymptotic Results for the Absorption Time of Telegraph Processes ...

Some Results on the Telegraph Process Confined by Two Non-Standard Boundaries. Article 13 April 2020 ; Telegraph Process with Elastic Boundary at ...

A note on the conditional probabilities of the telegraph process

We consider the telegraph process with two velocities, a1>a2∈R, and two rates of reversal, λ1,λ2>0. We study some of its features with respect to the ...

Telegraph Process with Elastic Boundary at the Origin

Some Results on the Telegraph Process Confined by Two Non-Standard BoundariesMethodology and Computing in Applied Probability10.1007/s11009-020-09782-123:3 ...

A note on the conditional probabilities of the telegraph process - OUCI

... telegraph process, Stochastic Process. Appl ... Di Crescenzo, Some results on the telegraph process confined by two non-standard boundaries, Methodol.

Asymptotic results for the absorption time of telegraph processes ...

Crimaldi, A generalized telegraph process with velocity driven by random trials, Adv. · Di Crescenzo, Some results on the telegraph process confined by two non- ...

A Generalized Telegraph Process with Velocity Driven by Random ...

Some Results on the Telegraph Process Confined by Two Non-Standard Boundaries. Methodology and Computing in Applied Probability, Vol. 23, Issue. 3, p. 837 ...

A generalized telegraph process with velocity driven by random trials

Cox-Based and Elliptical Telegraph Processes and Their Applications. Some Results on the Telegraph Process Confined by Two Non-Standard Boundaries · Shelley ...