Properties of the telegrapher's random process with or without a trap
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Publication:1338766
DOI10.1016/0304-4149(94)90061-2zbMath0807.60070OpenAlexW2009288924MaRDI QIDQ1338766
Publication date: 7 December 1994
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4149(94)90061-2
Related Items (31)
A note on the conditional probabilities of the telegraph process ⋮ On prices' evolutions based on geometric telegrapher's process ⋮ First passage statistics of active random walks on one and two dimensional lattices ⋮ Generalized integrated telegraph processes and the distribution of related stopping times ⋮ Time-Changed Processes Governed by Space-Time Fractional Telegraph Equations ⋮ Probability Distribution Function for the Euclidean Distance Between Two Telegraph Processes ⋮ First crossing times of telegraph processes with jumps ⋮ Linear combinations of the telegraph random processes driven by partial differential equations ⋮ Quantitative control of Wasserstein distance between Brownian motion and the Goldstein-Kac telegraph process ⋮ Parametric estimation for the standard and geometric telegraph process observed at discrete times ⋮ Reflection principle for finite-velocity random motions ⋮ Asymptotic results for the absorption time of telegraph processes with a non-standard barrier at the origin ⋮ A Generalized Telegraph Process with Velocity Driven by Random Trials ⋮ Telegraph random evolutions on a circle ⋮ On the exact distributions of the maximum of the asymmetric telegraph process ⋮ Some results on the telegraph process confined by two non-standard boundaries ⋮ On telegraph processes, their first passage times and running extrema ⋮ On the Asymmetric Telegraph Processes ⋮ Telegraph processes with random velocities ⋮ A link between wave governed random motions and ruin processes ⋮ Occupation time distributions for the telegraph process ⋮ Large deviation principles for telegraph processes ⋮ Unnamed Item ⋮ Statistical analysis of the inhomogeneous telegrapher's process ⋮ Optimal dividend policy when cash surplus follows the telegraph process ⋮ The one-dimensional asymmetric persistent random walk ⋮ The equation of symmetric Markovian random evolution in a plane ⋮ Some results on generalized accelerated motions driven by the telegraph process ⋮ Least-squares change-point estimation for the telegraph process observed at discrete times ⋮ On the distribution of the maximum of the telegraph process ⋮ The explicit probability distribution of the sum of two telegraph processes
Cites Work
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- Probability law, flow function, maximum distribution of wave-governed random motions and their connections with Kirchhoff's laws
- A stochastic model related to the telegrapher's equation
- Differential equations in which the Poisson process plays a role
- On the First Passage Time Probability Problem
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