Skip to main content Accessibility help

We use cookies to distinguish you from other users and to provide you with a better experience on our websites. Close this message to accept cookies or find out how to manage your cookie settings.

Close cookie message
×
  1. Home
  2. Search

Refine search

Refine search

Access:
Content type:
Publication date:
Apply   From and To filters
Subject: Show more
Journals Show more
Publishers: Show more
Societies Show more
Series: Show more
Collections: Show more

Actions for selected content:

Select all | Deselect all
  • View selected items
  • Export citations
  • Download PDF (zip)
  • Save to Kindle
  • Save to Dropbox
  • Save to Google Drive

Save Search

You can save your searches here and later view and run them again in "My saved searches".

Please provide a title, maximum of 40 characters.
Cancel
×

2 results

  • On the Asymmetric Telegraph Processes

  • Part of
  • Oscar López, Nikita Ratanov
  • Journal:
    Journal of Applied Probability / Volume 51 / Issue 2 / June 2014
    Published online by Cambridge University Press:
    19 February 2016, pp. 569-589
    Print publication:
    June 2014
    • Article
      • You have access
    • PDF
    • Export citation

  • 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.

  • Distributions of the Longest Excursions in a Tied Down Simple Random Walk and in a Brownian Bridge

  • Part of
  • Andreas Lindell, Lars Holst
  • Journal:
    Journal of Applied Probability / Volume 44 / Issue 4 / December 2007
    Published online by Cambridge University Press:
    14 July 2016, pp. 1056-1067
    Print publication:
    December 2007
    • Article
      • You have access
    • PDF
    • Export citation

  • Expressions for the joint distribution of the longest and second longest excursions as well as the marginal distributions of the three longest excursions in the Brownian bridge are obtained. The method, which primarily makes use of the weak convergence of the random walk to the Brownian motion, principally gives the possibility to obtain any desired joint or marginal distribution. Numerical illustrations of the results are also given.