Generalized telegraph process with random delays
TLDR
In this article, the authors studied the distribution of the location at time t of a particle moving U time units upwards, V time units downwards, and W time units of no movement (idle).Abstract:
In this paper we study the distribution of the location, at time t , of a particle moving U time units upwards, V time units downwards, and W time units of no movement (idle). These are repeated cyclically, according to independent alternating renewals. The distributions of U , V , and W are absolutely continuous. The velocities are v = +1 upwards, v = -1 downwards, and v = 0 during idle periods. Let Y + ( t ), Y − ( t ), and Y 0 ( t ) denote the total time in (0, t ) of movements upwards, downwards, and no movements, respectively. The exact distribution of Y + ( t ) is derived. We also obtain the probability law of X ( t ) = Y + ( t ) - Y − ( t ), which describes the particle's location at time t . Explicit formulae are derived for the cases of exponential distributions with equal rates, with different rates, and with linear rates (leading to damped processes).read more
Citations
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On the asymmetric telegraph processes
Oscar López,Nikita Ratanov +1 more
TL;DR: In this article, the authors studied the one-dimensional random motion X = X(t), t ≥ 0, which takes two different velocities with two different alternating intensities, and obtained closed-form formulae for the density functions of X and for the moments of any order.
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Generalized telegraph process with random jumps
TL;DR: In this article, the authors considered a generalized telegraph process which follows an alternating renewal process and is subject to random jumps, and developed the distribution of the location of the particle at an arbitrary fixed time t, and study this distribution under the assumption of exponentially distributed alternating random times.
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Kac’s rescaling for jump-telegraph processes
Oscar López,Nikita Ratanov +1 more
TL;DR: In this paper, limit theorems for an asymmetric telegraph process with drift and jumps under different rescaling conditions are derived by solving a Cauchy problem for the respective hyperbolic system.
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Probability Law and Flow Function of Brownian Motion Driven by a Generalized Telegraph Process
TL;DR: In this paper, the authors consider a standard Brownian motion whose drift alternates randomly between a positive and a negative value, according to a generalized telegraph process, and investigate the distribution of the occupation time, i.e., the fraction of time when the motion moves with positive drift.
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Certain functionals of squared telegraph processes
TL;DR: In this article, the stochastic process defined as the square of the (integrated) symmetric telegraph process is investigated and its probability law and a closed form expression of the moment g are obtained.
References
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Book
Table of Integrals, Series, and Products
TL;DR: Combinations involving trigonometric and hyperbolic functions and power 5 Indefinite Integrals of Special Functions 6 Definite Integral Integral Functions 7.Associated Legendre Functions 8 Special Functions 9 Hypergeometric Functions 10 Vector Field Theory 11 Algebraic Inequalities 12 Integral Inequality 13 Matrices and related results 14 Determinants 15 Norms 16 Ordinary differential equations 17 Fourier, Laplace, and Mellin Transforms 18 The z-transform
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