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Generalized integrated telegraph processes and the distribution of related stopping times

  • S. Zacks (a1)

Abstract

Let {X(t), V(t), t ≥ 0} be a telegraph process, with V(0+) = 1. The distribution of X(t) is derived for the general case of an alternating renewal process, describing the length of time a particle is moving to the right or to the left. The distributions of the first-crossing times of given levels a and −a are studied for M/G and for G/M processes.

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Corresponding author

Postal address: Department of Mathematical Sciences, Binghamton University, Binghamton, NY 13902-6000, USA. Email address: shelly@math.binghamton.edu

References

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