On Local Time for Telegraph Processes

On Local Time for Telegraph Processes

The article consists of an introduction into the theory of passage times associated with telegraph processes. Local time for the telegraph process is defined and analysed. We provide some limited results for telegraphic local times.

Bibliographic Details
Main Authors:	Nikita Ratanov, Mikhail Turov
Format:	Article
Language:	English
Published:	MDPI AG 2023-02-01
Series:	Mathematics
Subjects:	asymmetric telegraph processes excursion first passage time last passage time number of the level crossings
Online Access:	https://www.mdpi.com/2227-7390/11/4/934

Similar Items

Fractional Telegrapher’s Equation under Resetting: Non-Equilibrium Stationary States and First-Passage Times
by: Katarzyna Górska, et al.
Published: (2024-08-01)

A two-state neuronal model with alternating exponential excitation
by: Nikita Ratanov
Published: (2019-04-01)

From single-particle stochastic kinetics to macroscopic reaction rates: fastest first-passage time of N random walkers
by: Denis S Grebenkov, et al.
Published: (2020-01-01)

On the First-Passage Time Problem for a Feller-Type Diffusion Process
by: Virginia Giorno, et al.
Published: (2021-10-01)

A new firing paradigm for integrate and fire stochastic neuronal models
by: Roberta Sirovich, et al.
Published: (2015-12-01)

Noise increase timing precision of neuron spikes
by: Tao Shen, et al.
Published: (2020-03-01)

First passage times of charge transport and entropy change
by: V.V. Ryazanov
Published: (2024-08-01)

Restricted Gompertz-Type Diffusion Processes with Periodic Regulation Functions
by: Virginia Giorno, et al.
Published: (2019-06-01)

A molecular relay race: sequential first-passage events to the terminal reaction centre in a cascade of diffusion controlled processes
by: Denis S Grebenkov, et al.
Published: (2021-01-01)

Exact formulas for the moments of the first passage time of reward processes
by: G.A. Parham
Published: (2005-06-01)

Influence of entropy changes on first passage time in the thermodynamics of trajectories
by: V.V. Ryazanov
Published: (2025-02-01)

First passage and first hitting times of Lévy flights and Lévy walks
by: Vladimir V Palyulin, et al.
Published: (2019-01-01)

On Barrier Binary Options in the Telegraph-like Financial Market Model
by: Nikita Ratanov
Published: (2022-09-01)

Successive spike times predicted by a stochastic neuronal model with a variable input signal
by: Giuseppe D'Onofrio, et al.
Published: (2015-12-01)

Charting the Unknown: First Passage Time Probabilities for Pearson Diffusion Process and Application to Options Risk Management
by: Saswat Patra, et al.
Published: (2024-11-01)

Current Trends in Random Walks on Random Lattices
by: Jewgeni H. Dshalalow, et al.
Published: (2021-05-01)

Time slows down during accidents
by: Valtteri eArstila
Published: (2012-06-01)

Transformations of Telegraph Processes and Their Financial Applications
by: Anatoliy A. Pogorui, et al.
Published: (2021-08-01)

On the Number of Periodic Inspections During Outbreaks of Discrete-Time Stochastic SIS Epidemic Models
by: Maria Gamboa, et al.
Published: (2018-07-01)

First passage time on pattern formation in a non-local Fisher population dynamics
by: Fuentes Miguel, et al.
Published: (2013-12-01)

On First-Passage Times and Sojourn Times in Finite QBD Processes and Their Applications in Epidemics
by: Antonio Gómez-Corral, et al.
Published: (2020-10-01)

Temporal Passage and the 'no alternate possibilities' argument
by: Jonathan Tallant

Mean first-passage time to a small absorbing target in an elongated planar domain
by: Denis S. Grebenkov, et al.
Published: (2020-01-01)

Comparison of limit shapes for Bernoulli first-passage percolation
by: Naoki Kubota, et al.
Published: (2022-12-01)

Accurate calculations of Stationary Distributions and Mean First Passage Times in Markov Renewal Processes and Markov Chains
by: Hunter Jeffrey J.
Published: (2016-03-01)

Cox-Based and Elliptical Telegraph Processes and Their Applications
by: Anatoliy Pogorui, et al.
Published: (2023-07-01)

Time Really Passes
by: John D. Norton
Published: (2018-01-01)

The Three-Times Problem: Commentary on Physical Time within Human Time
by: Matt Farr, et al.
Published: (2023-06-01)

Perpetual American Cancellable Standard Options in Models with Last Passage Times
by: Pavel V. Gapeev, et al.
Published: (2020-12-01)

Distribution of first-reaction times with target regions on boundaries of shell-like domains
by: Denis S Grebenkov, et al.
Published: (2021-01-01)

A Rate of Passage
by: Tim Maudlin

Probabilistic analysis of systems alternating for state-dependent dichotomous noise
by: Antonio Di Crescenzo, et al.
Published: (2019-07-01)

Using First-Passage Times to Analyze Tumor Growth Delay
by: Patricia Román-Román, et al.
Published: (2021-03-01)

A Study of First-Passage Time Minimization via Q-Learning in Heated Gridworlds
by: Maria A. Larchenko, et al.
Published: (2021-01-01)

Mean exit time for diffusion on irregular domains
by: Matthew J Simpson, et al.
Published: (2021-01-01)

First-Passage-Time Analysis of the Pulse-Timing Statistics in a Two-Section Semiconductor Laser under Excitable and Noisy Conditions
by: Daan Lenstra, et al.
Published: (2022-11-01)

On the Simulation of a Special Class of Time-Inhomogeneous Diffusion Processes
by: Virginia Giorno, et al.
Published: (2021-04-01)

Target finding in fibrous biological environments
by: David Gomez, et al.
Published: (2020-01-01)

Identifying influential nodes in a wound healing-related network of biological processes using mean first-passage time
by: Tomasz Arodz, et al.
Published: (2015-01-01)

A Sequential Bayesian Updated Wiener Process Model for Remaining Useful Life Prediction
by: Tianmei Li, et al.
Published: (2020-01-01)