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Generalized integrated telegraph processes and the distribution of related stopping times. (English) Zbl 1052.60085

From the author’s introduction: Recent results on distributions of stopping times associated with compound Poisson processes and alternating renewal processes are used to derive properties of general integrated telegraph processes. In particular, the distribution of first exit times related to telegraph processes is determined.

MSC:

60K99 Special processes
60K15 Markov renewal processes, semi-Markov processes
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