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On the asymmetric telegraph processes

dc.creatorLópez, Oscarspa
dc.creatorRatanov, Nikita
dc.date.accessioned2020-05-25T23:55:50Z
dc.date.available2020-05-25T23:55:50Z
dc.date.created2014spa
dc.description.abstractWe study the one-dimensional random motionX = 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. © Applied Probability Trust 2014.eng
dc.format.mimetypeapplication/pdf
dc.identifier.doihttps://doi.org/10.1239/jap/1402578644
dc.identifier.issn219002
dc.identifier.urihttps://repository.urosario.edu.co/handle/10336/22232
dc.language.isoengspa
dc.publisherApplied Probability Trustspa
dc.relation.citationEndPage589
dc.relation.citationIssueNo. 2
dc.relation.citationStartPage569
dc.relation.citationTitleJournal of Applied Probability
dc.relation.citationVolumeVol. 51
dc.relation.ispartofJournal of Applied Probability, ISSN:219002, Vol.51, No.2 (2014); pp. 569-589spa
dc.relation.urihttps://www.scopus.com/inward/record.uri?eid=2-s2.0-84903949376&doi=10.1239%2fjap%2f1402578644&partnerID=40&md5=1414bdb71f5a29ddf0cd419cd5d33cb5spa
dc.rights.accesRightsinfo:eu-repo/semantics/openAccess
dc.rights.accesoAbierto (Texto Completo)spa
dc.source.instnameinstname:Universidad del Rosariospa
dc.source.reponamereponame:Repositorio Institucional EdocURspa
dc.subject.keywordAsymmetric telegraph processspa
dc.subject.keywordFirst passage timespa
dc.subject.keywordKac's asymptoticsspa
dc.subject.keywordKummer functionspa
dc.subject.keywordModified Bessel functionspa
dc.subject.keywordMomentsspa
dc.titleOn the asymmetric telegraph processesspa
dc.typearticleeng
dc.type.hasVersioninfo:eu-repo/semantics/publishedVersion
dc.type.spaArtículospa
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