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math.PR2020
The Negative Reflection Principle and the Joint Distribution of the Telegraph Process and its Maximum
Fabrizio Cinque
In this paper we study the joint distributions of the telegraph process and its maximum conditioned on the number of changes of direction and the initial velocity. We prove that in…
math.PR2020
On the Exact Distributions of the Maximum of the Asymmetric Telegraph Process
Fabrizio Cinque, Enzo Orsingher
In this paper we present the distribution of the maximum of the asymmetric telegraph process in an arbitrary time interval under the conditions that the initial velocity $V…
math.PR2020
On the distribution of the maximum of the telegraph process
Fabrizio Cinque, Enzo Orsingher
In this paper we present the distribution of the maximum of the telegraph process in the cases where the initial velocity is positive or negative with an even and an odd number of…