ON THE ASYMMETRIC TELEGRAPH PROCESSES

被引：0
|
作者：
Lopez, Oscar [1 ]
Ratanov, Nikita [1 ]
机构：
[1] Univ Rosario, Bogota, Colombia
来源：
JOURNAL OF APPLIED PROBABILITY | 2014年 / 51卷 / 02期
关键词：
Asymmetric telegraph process; first passage time; Kac's asymptotics; moments; modified Bessel function; Kummer function;
D O I：
暂无
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
We study the one-dimensional random motion X = X (t), t >= 0, which takes two different velocities with two different alternating intensities. The closed-form formulae for the density functions of X and for the moments of any order, as well as the distributions of the first passage times, are obtained. The limit behaviour of the moments is analysed under nonstandard Kac's scaling.
引用
收藏
页码：569 / 589
页数：21
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