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 …
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 …
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 …
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 …
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 …
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 …
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 …
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 …
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 …