On the generalized telegraph process with deterministic jumps

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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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