Generalized Telegraph Process with Random Delays

In this paper we study the distribution of the location, at time t , of a particle moving U time units upwards, V time units downwards, and W time units of no movement (idle). These are repeated cyclically, according to independent alternating renewals. The distributions of U , V , and W are absolut...

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Veröffentlicht in:Journal of applied probability 2012-09, Vol.49 (3), p.850-865
Hauptverfasser: Bshouty, Daoud, Di Crescenzo, Antonio, Martinucci, Barbara, Zacks, Shelemyahu
Format: Artikel
Sprache:eng
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