Generalized telegraph process with random delays

DOI10.1239/JAP/1346955338MaRDI QIDQ3165499zbMATH OpenOpenAlexFDO

Authors Barbara Martinucci, Daoud Bshouty, Antonio Di Crescenzo, S. Zacks

Publication date 29 October 2012

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.jap/1346955338

zbMATH Keywords

alternating renewalcompound Poisson processexponential distributionhypergeometric seriestelegraph process

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20)

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Cited in

(12)

• On estimation for Brownian motion governed by telegraph process with multiple off states
• Properties of the telegrapher's random process with or without a trap
• Probabilistic analysis of systems alternating for state-dependent dichotomous noise
• On occupation time for on-off processes with multiple off-states
• Some results on the telegraph process confined by two non-standard boundaries
• scientific article; zbMATH DE number 6100376 (Why is no real title available?)
• Kac's rescaling for jump-telegraph processes
• Certain functionals of squared telegraph processes
• Probability law and flow function of Brownian motion driven by a generalized telegraph process
• Some results on the telegraph process driven by gamma components
• On the asymmetric telegraph processes
• Generalized Telegraph Process with Random Jumps

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