Cover Image

The First Passage Time and Estimation of the Number of Level-Crossings for a Telegraph Process

It is a well-known result that almost all sample paths of a Brownian motion or Wiener process {W(t)} have infinitely many zero-crossings in the interval (0, δ) for δ > 0. Under the Kac condition, the telegraph process weakly converges to the Wiener process. We estimate the number of interse...

Full description

Saved in:

Bibliographic Details
Date:	2015
Main Authors:	Kolomiets, T., Pogorui, A. О., Rodriguez-Dagnino, R. M., Коломиєць, Т., Погоруй, А. О., Родріжес-Дагніно, Р.М.
Format:	Article
Language:	English
Published:	Institute of Mathematics, NAS of Ukraine 2015
Online Access:	https://umj.imath.kiev.ua/index.php/umj/article/view/2031
Tags:	Add Tag No Tags, Be the first to tag this record!
Journal Title:	Ukrains’kyi Matematychnyi Zhurnal
Download file:

Institution

Ukrains’kyi Matematychnyi Zhurnal

Similar Items

The First Passage Time and Estimation of the Number of Level-Crossings for a Telegraph Process
by: A. O. Pogorui, et al.
Published: (2015)

Multidimensional random motion with uniformly distributed changes of direction and Erlang steps
by: Pogorui, A. О., et al.
Published: (2011)

First-passage time: a conception leading to superstatistics
by: Ryazanov, V.V., et al.
Published: (2006)

Estimation of parameters of the Samuelson model with telegraph drift
by: A. A. Kharkhota, et al.
Published: (2015)

First passage time problem in the material destruction theory.The poissonian process of energy absorption
by: Virchenko, Yu.P., et al.
Published: (2005)

Distribution of random motion at renewal instants in three-dimensional space
by: A. Pogorui, et al.
Published: (2020)

Asymptotic inequalities for the distribution of the time of stay of a semi-Markov process in an expanding set of states
by: Pogorui, A. О., et al.
Published: (1994)

Multidimensional random motion with uniformly distributed changes of direction and Erlang steps
by: Pogorui, A.O., et al.
Published: (2011)

Solution of systems of partial differential equations by using properties of monogenic functions on commutative algebras
by: T. Kolomiiets, et al.
Published: (2018)

Solutions of some partial differential equations with variable coefficients by properties of monogenic functions
by: A. A. Pogorui, et al.
Published: (2016)

Human resources and recruitment policy of postal and postal telegraphic establishments of the Ukraine South in the time of Provisional government in 1917
by: O. V. Fedorchenko
Published: (2009)

On crossing of a level by processes defined by sums of a random number of terms
by: Gusak, D. V., et al.
Published: (1995)

Solution of the First-Passage Problem by Advanced Monte Carlo Simulation Technique
by: Labou, M.
Published: (2003)

Electromechanical resonator under the influence of telegraph unbalanced noise of frequency
by: Z. A. Majzelis
Published: (2016)

Disturbances of the Karkinitsky Bay level of the Black Sea caused by the passage of the atmospheric front
by: S. F. Dotsenko, et al.
Published: (2014)

Fredholm solvability of a periodic Neumann problem for a linear telegraph equation
by: I. Kmit
Published: (2013)

Fredholm Solvability of a Periodic Neumann Problem for a Linear Telegraph Equation
by: Kmit, I.
Published: (2013)

Fredholm solvability of a periodic Neumann problem for a linear telegraph equation
by: Kmit, I. Ya., et al.
Published: (2013)

A Probability Method for the Solution of the Telegraph Equation with Real-Analytic Initial Conditions
by: Samoilenko, I. V., et al.
Published: (2000)

Guarantees of securing the constitutional right to the secrecy of correspondence, telephone conversations, telegraph and other correspondence
by: A. V. Levchenko
Published: (2019)

New Reality (Passages from the Book)
by: V. Khymochka
Published: (2016)

First-passage probabilities for randomly excited mechanical systems by a selective Monte-Carlo simulation method
by: Labou, M.
Published: (2004)

First-passage probabilities for randomly excited mechanical systems by a selective Monte-Carlo simulation method
by: Labou, M., et al.
Published: (2004)

The World Reflected by a Painter (A Passage from the Book). In Search of Light (A Passage from the Book)
by: V. Zabashta
Published: (2016)

Asymptotic analysis of phase averaging of a transport process
by: Pogorui, A. О., et al.
Published: (2010)

Stationary distributions of fading evolutions
by: Pogorui, A. О., et al.
Published: (2009)

Fading evolutions in multidimensional spaces
by: Pogorui, A. О., et al.
Published: (2010)

Stationary distribution of a process of random semi-Markov evolution with delaying screens in the case of balance
by: Pogorui, A. О., et al.
Published: (2006)

DISTURBANCES IN GEOSPACE ASSOCIATED WITH THE CHELYABINSK METEORITE PASSAGE
by: Chernogor, L. F., et al.
Published: (2013)

Disturbances in Geospace Associated with the Chelyabinsk Meteorite Passage
by: L. F. Chernogor, et al.
Published: (2013)

The physical effects associated with Chelyabinsk meteorite's passage
by: Chernogor, L.F., et al.
Published: (2013)

Limiting incorrect equations in the Hilbert space
by: Pogorui , A. A., et al.
Published: (2025)

Dynamic of cell population systems in vitro. II. Temporal organization and robustness of rauwolfia serpentina benth culture tissues system at passage level
by: Yu. Miriuta, et al.
Published: (2011)

Coherent cross-spectral analysis of time series
by: I. M. Yavorskyi, et al.
Published: (2016)

Transport characteristics of plasma membranes of PK-15 passaged cells
by: L. H. Kulieshova, et al.
Published: (2021)

Using Methylcellulose during culturing and cryopreservation of SPEV passaged culture
by: S. V. Koshchij, et al.
Published: (2008)

Geophysical models of Drake passage and Bransfield strait crustal structure
by: Levashov, S.P., et al.
Published: (2008)

Estimation of the number of ultrasubharmonics for a two-dimensional almost autonomous Hamiltonian system periodic in time
by: Vakal, Yu. E., et al.
Published: (2012)

The first Betti numbers of orbits of Morse functions on surfaces
by: I. B. Kuznietsova, et al.
Published: (2021)

The first Betti numbers of orbits of Morse functions on surfaces
by: Kuznietsova, I. V., et al.
Published: (2021)