A Generalized Telegraph Process with Velocity Driven by Random Trials
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Publication:5396594
DOI10.1239/aap/1386857860zbMath1291.60182arXiv1209.3006MaRDI QIDQ5396594
Irene Crimaldi, Antonella Iuliano, Barbara Martinucci, Antonio Di Crescenzo
Publication date: 31 January 2014
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1209.3006
telegraph process; Bernoulli scheme; random velocity; Pólya urn model; logistic stationary density; random intertime
Related Items
Certain functionals of squared telegraph processes, Some results on the telegraph process driven by gamma components, Asymptotic results for the absorption time of telegraph processes with a non-standard barrier at the origin, Telegraph process on a hyperbola, Density and distribution evaluation for convolution of independent gamma variables, Large deviations for some non-standard telegraph processes, Telegraph process with elastic boundary at the origin, On occupation time for on-off processes with multiple off-states, On some finite-velocity random motions driven by the geometric counting process, Some results on the telegraph process confined by two non-standard boundaries, Asymptotic results for the absorption time of telegraph processes with elastic boundary at the origin
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