eprintid: 2084
rev_number: 4
eprint_status: archive
userid: 36
dir: disk0/00/00/20/84
datestamp: 2013-12-23 08:31:58
lastmod: 2013-12-23 08:31:58
status_changed: 2013-12-23 08:31:58
type: article
succeeds: 2083
metadata_visibility: show
creators_name: Crimaldi, Irene
creators_name: Di Crescenzo, Antonio
creators_name: Iuliano, Antonella
creators_name: Martinucci, Barbara
creators_id: irene.crimaldi@imtlucca.it
creators_id: 
creators_id: 
creators_id: 
title: A generalized telegraph process with velocity driven by random trials
ispublished: pub
subjects: Q1
subjects: QA
divisions: EIC
full_text_status: none
monograph_type: technical_report
keywords: telegraph process, random intertimes, random velocities, Bernoulli scheme, Pòlya urn model
abstract: We consider a random trial-based telegraph process, which describes a motion on the real line with two constant velocities along opposite directions. At each epoch of the underlying counting process the new velocity is determined by the outcome of a random trial. Two schemes are taken into account: Bernoulli trials and classical Pòlya urn trials. We investigate the probability law of the process and the mean of the velocity of the moving particle. We finally discuss two cases of interest: (i) the case of Bernoulli trials and intertimes having exponential distributions with linear rates (in which, interestingly, the process exhibits a logistic stationary density with non-zero mean), and (ii) the case of Pòlya trials and intertimes having first Gamma and then exponential distributions with constant rates. 
date: 2013-12
date_type: published
publication: Advances in applied probability
volume: 45
number: 4
publisher: Applied Probability Trust
pagerange: 1111-1136
pages: 26
id_number: doi:10.1239/aap/1386857860
institution: IMT Institute for Advanced Studies Lucca
refereed: TRUE
issn: 0001-8678
official_url: http://projecteuclid.org/DPubS?verb=Display&version=1.0&service=UI&handle=euclid.aap/1386857860&page=record
citation:   Crimaldi, Irene and Di Crescenzo, Antonio and Iuliano, Antonella and Martinucci, Barbara  A generalized telegraph process with velocity driven by random trials.  Advances in applied probability, 45 (4).  pp. 1111-1136.  ISSN 0001-8678      (2013)