Abstract
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.
Citation
Oscar López. Nikita Ratanov. "On the asymmetric telegraph processes." J. Appl. Probab. 51 (2) 569 - 589, June 2014. https://doi.org/10.1239/jap/1402578644
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