On the distribution of the maximum of the telegraph process

DOI10.1090/TPMS/1128zbMath1476.60182arXiv2003.04044OpenAlexW3147130417MaRDI QIDQ4989958

Fabrizio Cinque, Enzo Orsingher

Publication date: 27 May 2021

Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2003.04044

zbMATH Keywords

Bessel functionstelegraph processinduction principlereflection principle

Mathematics Subject Classification ID

Special processes (60K99)

Related Items (5)

A note on the conditional probabilities of the telegraph process ⋮ Stochastic dynamics of generalized planar random motions with orthogonal directions ⋮ Reflection principle for finite-velocity random motions ⋮ On the exact distributions of the maximum of the asymmetric telegraph process ⋮ On telegraph processes, their first passage times and running extrema

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• Generalized integrated telegraph processes and the distribution of related stopping times
• Differential equations in which the Poisson process plays a role
• Probabilistic analysis of the telegrapher's process with drift by means of relativistic transformations

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