On telegraph processes, their first passage times and running extrema

DOI10.1016/j.spl.2021.109101zbMath1482.60128arXiv2102.04905OpenAlexW3137118975MaRDI QIDQ2244443

Nikita E. Ratanov

Publication date: 12 November 2021

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2102.04905

zbMATH Keywords

first passage timerunning maximumcoupled integral equationsKac's scalingasymmetric piecewise linear processtelegraphic meander

Mathematics Subject Classification ID

Special processes (60K99) Continuous-time Markov processes on discrete state spaces (60J27)

Related Items (3)

A note on the conditional probabilities of the telegraph process ⋮ Reflection principle for finite-velocity random motions ⋮ On the exact distributions of the maximum of the asymmetric telegraph process

Cites Work

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• Properties of the telegrapher's random process with or without a trap
• Sample path analysis and distributions of boundary crossing times
• On random motions with velocities alternating at Erlang-distributed random times
• Telegraph processes with random velocities
• On the distribution of the maximum of the telegraph process
• On the Asymmetric Telegraph Processes
• Probabilistic analysis of the telegrapher's process with drift by means of relativistic transformations

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