A Damped Telegraph Random Process with Logistic Stationary Distribution

Content Provider	Scilit
Author	Crescenzo, Antonio Di Martinucci, Barbara
Copyright Year	2010
Description	We introduce a stochastic process that describes a finite-velocity damped motion on the real line. Differently from the telegraph process, the random times between consecutive velocity changes have exponential distribution with linearly increasing parameters. We obtain the probability law of the motion, which admits a logistic stationary limit in a special case. Various results on the distributions of the maximum of the process and of the first passage time through a constant boundary are also given.
Related Links	https://www.cambridge.org/core/services/aop-cambridge-core/content/view/8262B13B174360FDC04D77C65705F186/S0021900200006410a.pdf/div-class-title-a-damped-telegraph-random-process-with-logistic-stationary-distribution-div.pdf
Ending Page	96
Page Count	13
Starting Page	84
ISSN	00219002
e-ISSN	14756072
DOI	10.1017/s0021900200006410
Journal	Journal of applied probability
Issue Number	01
Volume Number	47
Language	English
Publisher	Cambridge University Press (CUP)
Publisher Date	2010-03-01
Access Restriction	Open
Subject Keyword	Journal of applied probability Mathematical Physics Alternating Random Process Logistic Stationary Distribution Distribution of the Maximum First Passage Time
Content Type	Text
Resource Type	Article
Subject	Statistics and Probability Statistics, Probability and Uncertainty