[图书][B] Telegraph Process on the Line

AD Kolesnik, N Ratanov, AD Kolesnik, N Ratanov - 2013 - Springer
We define the classic Goldstein-Kac telegraph process performed by a particle that moves
on the real line with some finite constant speed and alternates between two possible …

Stochastic dynamics of generalized planar random motions with orthogonal directions

F Cinque, E Orsingher - Journal of Theoretical Probability, 2023 - Springer
We study planar random motions with finite velocities, of norm c> 0, along orthogonal
directions and changing at the instants of occurrence of a nonhomogeneous Poisson …

On the exact distributions of the maximum of the asymmetric telegraph process

F Cinque, E Orsingher - Stochastic Processes and their Applications, 2021 - Elsevier
In this paper we present the distribution of the maximum of the asymmetric telegraph
process in an arbitrary time interval [0, t] under the conditions that the initial velocity V (0) is …

A note on the conditional probabilities of the telegraph process

F Cinque - Statistics & Probability Letters, 2022 - Elsevier
We consider the telegraph process with two velocities, a 1> a 2∈ R, and two rates of
reversal, λ 1, λ 2> 0. We study some of its features with respect to the conditional probability …

Semi-Markovian discrete-time telegraph process with generalized Sibuya waiting times

TM Michelitsch, F Polito, AP Riascos - Mathematics, 2023 - mdpi.com
In a recent work we introduced a semi-Markovian discrete-time generalization of the
telegraph process. We referred to this random walk as the 'squirrel random walk'(SRW). The …

On telegraph processes, their first passage times and running extrema

N Ratanov - Statistics & Probability Letters, 2021 - Elsevier
In this note, we present some ideas for describing the distributions of the running
maximum/minimum, first passage times and telegraphic meanders. Explicit formulae for joint …

Reflection principle for finite-velocity random motions

F Cinque - Journal of Applied Probability, 2023 - cambridge.org
We present a reflection principle for a wide class of symmetric random motions with finite
velocities. We propose a deterministic argument which is then applied to trajectories of …

The negative reflection principle and the joint distribution of the telegraph process and its maximum

F Cinque - arXiv preprint arXiv:2011.00342, 2020 - arxiv.org
In this paper we study the joint distributions of the telegraph process and its maximum
conditioned on the number of changes of direction and the initial velocity. We prove that in …

Functionals of Telegraph Process

N Ratanov, A Kolesnik - Telegraph Processes and Option Pricing, 2022 - Springer
This chapter is devoted to the various functionals of telegraph processes. First, we present
well-known results on distributions of the telegraph processes distorted by reflecting and …

Symmetric Telegraph Process on the Line

N Ratanov, AD Kolesnik - Telegraph Processes and Option Pricing, 2022 - Springer
Abstract The symmetric Goldstein-Kac telegraph process describes the motion of a particle
on the real line moving at some finite constant speed and alternating between the two …