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On the asymmetric telegraph processes
dc.creator | López, Oscar | spa |
dc.creator | Ratanov, Nikita | |
dc.date.accessioned | 2020-05-25T23:55:50Z | |
dc.date.available | 2020-05-25T23:55:50Z | |
dc.date.created | 2014 | spa |
dc.description.abstract | We 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.mimetype | application/pdf | |
dc.identifier.doi | https://doi.org/10.1239/jap/1402578644 | |
dc.identifier.issn | 219002 | |
dc.identifier.uri | https://repository.urosario.edu.co/handle/10336/22232 | |
dc.language.iso | eng | spa |
dc.publisher | Applied Probability Trust | spa |
dc.relation.citationEndPage | 589 | |
dc.relation.citationIssue | No. 2 | |
dc.relation.citationStartPage | 569 | |
dc.relation.citationTitle | Journal of Applied Probability | |
dc.relation.citationVolume | Vol. 51 | |
dc.relation.ispartof | Journal of Applied Probability, ISSN:219002, Vol.51, No.2 (2014); pp. 569-589 | spa |
dc.relation.uri | https://www.scopus.com/inward/record.uri?eid=2-s2.0-84903949376&doi=10.1239%2fjap%2f1402578644&partnerID=40&md5=1414bdb71f5a29ddf0cd419cd5d33cb5 | spa |
dc.rights.accesRights | info:eu-repo/semantics/openAccess | |
dc.rights.acceso | Abierto (Texto Completo) | spa |
dc.source.instname | instname:Universidad del Rosario | spa |
dc.source.reponame | reponame:Repositorio Institucional EdocUR | spa |
dc.subject.keyword | Asymmetric telegraph process | spa |
dc.subject.keyword | First passage time | spa |
dc.subject.keyword | Kac's asymptotics | spa |
dc.subject.keyword | Kummer function | spa |
dc.subject.keyword | Modified Bessel function | spa |
dc.subject.keyword | Moments | spa |
dc.title | On the asymmetric telegraph processes | spa |
dc.type | article | eng |
dc.type.hasVersion | info:eu-repo/semantics/publishedVersion | |
dc.type.spa | Artículo | spa |