Some Results on the Telegraph Process Confined by Two Non-Standard Boundaries

Antonio Crescenzo (), Barbara Martinucci (), Paola Paraggio () and Shelemyahu Zacks ()
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Antonio Crescenzo: Università di Salerno
Barbara Martinucci: Università di Salerno
Paola Paraggio: Università di Salerno
Shelemyahu Zacks: Binghamton University

Methodology and Computing in Applied Probability, 2021, vol. 23, issue 3, 837-858

Abstract: Abstract We analyze the one-dimensional telegraph random process confined by two boundaries, 0 and H > 0. The process experiences hard reflection at the boundaries (with random switching to full absorption). Namely, when the process hits the origin (the threshold H) it is either absorbed, with probability α, or reflected upwards (downwards), with probability 1 − α, for 0

Keywords: Finite velocity random motion; Telegraph process; Two-boundary problem; Absorption time; Renewal cycle; 60K15; 60J25 (search for similar items in EconPapers)
Date: 2021
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Citations: View citations in EconPapers (2)

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DOI: 10.1007/s11009-020-09782-1

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