The first passage time and estimation of the number of level-crossings for a telegraph process
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Publication:1676270
DOI10.1007/S11253-015-1132-YzbMath1373.60133OpenAlexW2191898680MaRDI QIDQ1676270
T. Kolomiets, Anatoliy A. Pogorui, Ramón Martin Rodríguez Dagnino
Publication date: 6 November 2017
Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)
Full work available at URL: http://dspace.nbuv.gov.ua/handle/123456789/165681
Related Items (6)
A two-state neuronal model with alternating exponential excitation ⋮ First crossing times of telegraph processes with jumps ⋮ Telegraph process with elastic boundary at the origin ⋮ Certain functionals of squared telegraph processes ⋮ Probabilistic analysis of systems alternating for state-dependent dichotomous noise ⋮ On the distribution of the maximum of the telegraph process
Cites Work
- Random motion with uniformly distributed directions and random velocity
- Random motions at finite speed in higher dimensions
- A stochastic model related to the telegrapher's equation
- One-dimensional semi-Markov evolutions with general Erlang sojourn times
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