On the generalized telegraph process with deterministic jumps
The authors study a generalization of the asymmetric telegraph process where at each velocity reversal, jumps upward and downward occur. The distributions related to this telegraph process are derived in Theorem 2.1 and in Proposition 2.1. The case where reversals are separated by Erlang-distributed intervals is considered in Section 3 where the corresponding distributions are presented. A number of interesting special cases, illustrated by fine figures are then given, including some asymptotic results. The last section of this interesting paper is devoted to moments. Within the framework of this paper many previous results of telegraph processes can be inscribed.
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- Generalized integrated telegraph processes and the distribution of related stopping times
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- Certain functionals of squared telegraph processes
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- Some results on the telegraph process driven by gamma components
- On the asymmetric telegraph processes
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- Generalized Telegraph Process with Random Jumps
- A generalized telegraph process with velocity driven by random trials
- Occupation time distributions for the telegraph process
- On the telegraph process driven by geometric counting process with Poisson-based resetting
- Some results on the supremum and on the first passage time of the generalized telegraph process
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