2014
DOI: 10.1239/jap/1402578644
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On the Asymmetric Telegraph Processes

Abstract: We study the one-dimensional random motion X = X(t), t ≥ 0, which takes two different velocities with two different alternating intensities. The closed-form formulae for the density functions of X and for the moments of any order, as well as the distributions of the first passage times, are obtained. The limit behaviour of the moments is analysed under nonstandard Kac's scaling.

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Cited by 30 publications
(28 citation statements)
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“…Restricting the attention to some recent contributions, we also mention Beghin et al [3] and López and Ratanov [26] for the asymmetric telegraph process, Bogachev and Ratanov [5] for the distribution of the occupation time of the positive half-line for the telegraph process, Crimaldi et al [7] for a telegraph process driven by certain random trials, De Gregorio and Macci [8] for the large deviation principle applied to the telegraph process, Di Crescenzo and Martinucci [10] for a damped telegraph process, Fontbona et al [16] for the long-time behavior of an ergodic variant of the telegraph process, Stadje and Zacks [39] for the telegraph process with random velocities, Pogorui et al [30] for estimates of the number of level-crossings for the telegraph process, Di Crescenzo and Zacks [11] for the analysis of a generalized telegraph process perturbed by Brownian motion, De Gregorio and Orsingher [9] and Garra and Orsingher [18] for certain multidimensional extension of the telegraph process. Moreover, D'Ovidio et al [14] investigate other types of multidimensional extensions of the telegraph process, whose distribution is related to space-time fractional n-dimensional telegraph equations.…”
Section: Introductionmentioning
confidence: 99%
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“…Restricting the attention to some recent contributions, we also mention Beghin et al [3] and López and Ratanov [26] for the asymmetric telegraph process, Bogachev and Ratanov [5] for the distribution of the occupation time of the positive half-line for the telegraph process, Crimaldi et al [7] for a telegraph process driven by certain random trials, De Gregorio and Macci [8] for the large deviation principle applied to the telegraph process, Di Crescenzo and Martinucci [10] for a damped telegraph process, Fontbona et al [16] for the long-time behavior of an ergodic variant of the telegraph process, Stadje and Zacks [39] for the telegraph process with random velocities, Pogorui et al [30] for estimates of the number of level-crossings for the telegraph process, Di Crescenzo and Zacks [11] for the analysis of a generalized telegraph process perturbed by Brownian motion, De Gregorio and Orsingher [9] and Garra and Orsingher [18] for certain multidimensional extension of the telegraph process. Moreover, D'Ovidio et al [14] investigate other types of multidimensional extensions of the telegraph process, whose distribution is related to space-time fractional n-dimensional telegraph equations.…”
Section: Introductionmentioning
confidence: 99%
“…Figure 2: Density f A 0 (y), given in(26), for (λ, µ) = (2, 0.5) (left-hand side) and (λ, µ) = (2, 1.5) (right-hand side) with α = 0.1, 0.3, 0.5, 0.7, 0.9 from bottom to top near the origin.…”
mentioning
confidence: 99%
“…Masoliver and Weiss computed mean first passage times for a telegrapher's equation with spatially-dependent switching rates [31], which may allow us to incorporate biologically realistic geometries where switching rates depend on vesicle position. Additional studies examine the telegrapher's equation with asymmetric rates λ [26], non-equal velocities [27,46], and different waitingtime distributions [59], which would make it possible to incorporate kinesin and dynein motors, which are known to have distinct properties from myosin [34]. Spatially-dependent velocities have also been considered for tau-covered microtubules [37], which may be relevant in diseased or pathologically-formed spines.…”
Section: Discussionmentioning
confidence: 99%
“…The well-known formulae for the (conditional) distribution of T(t) follow from (A.1): [14] or see in the book by Kolesnik and Ratanov,[12,(4.1.15)].…”
Section: Appendix: the Telegraph Processmentioning
confidence: 99%