A Generalized Telegraph Process with Velocity Driven by Random Trials

DOI10.1239/aap/1386857860zbMath1291.60182arXiv1209.3006OpenAlexW3104390245MaRDI 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

zbMATH Keywords

telegraph processBernoulli schemerandom velocityPólya urn modellogistic stationary densityrandom intertime

Mathematics Subject Classification ID

Markov renewal processes, semi-Markov processes (60K15) Processes in random environments (60K37)

Related Items (12)

Large deviations for some non-standard telegraph processes ⋮ Some results on the telegraph process driven by gamma components ⋮ On the telegraph process driven by geometric counting process with Poisson-based resetting ⋮ Asymptotic results for the absorption time of telegraph processes with a non-standard barrier at the origin ⋮ Telegraph process on a hyperbola ⋮ Telegraph process with elastic boundary at the origin ⋮ 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 ⋮ Density and distribution evaluation for convolution of independent gamma variables ⋮ Certain functionals of squared telegraph processes ⋮ On occupation time for on-off processes with multiple off-states ⋮ On some finite-velocity random motions driven by the geometric counting process

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