We analyze the one-dimensional telegraph random process confined by two boundaries, 0 and H>0. The process experiences hard reflection at the boundaries (with random switching to full absorption). Namely, when the process hits the origin (the threshold H) it is either absorbed, with probability $alpha$, or reflected upwards (downwards), with probability $1-alpha$, for $0<1$. We provide various results on the expected values of the renewal cycles and of the absorption time. The adopted approach is based on the analysis of the first-crossing times of a suitable compound Poisson process through linear boundaries. Our analysis includes also some comparisons between suitable stopping times of the considered telegraph process and of the corresponding diffusion process obtained under the classical Kac's scaling conditions.
Some results on the telegraph process confined by two non-standard boundaries
	
	
	
		
		
		
		
		
	
	
	
	
	
	
	
	
		
		
		
		
		
			
			
			
		
		
		
		
			
			
				
				
					
					
					
					
						
							
						
						
					
				
				
				
				
				
				
				
				
				
				
				
			
			
		
			
			
				
				
					
					
					
					
						
							
						
						
					
				
				
				
				
				
				
				
				
				
				
				
			
			
		
			
			
				
				
					
					
					
					
						
							
						
						
					
				
				
				
				
				
				
				
				
				
				
				
			
			
		
			
			
				
				
					
					
					
					
						
						
							
							
						
					
				
				
				
				
				
				
				
				
				
				
				
			
			
		
		
		
		
	
Di Crescenzo, Antonio;Martinucci, Barbara
;Paraggio, Paola;
	
		
		
	
			2021
Abstract
We analyze the one-dimensional telegraph random process confined by two boundaries, 0 and H>0. The process experiences hard reflection at the boundaries (with random switching to full absorption). Namely, when the process hits the origin (the threshold H) it is either absorbed, with probability $alpha$, or reflected upwards (downwards), with probability $1-alpha$, for $0<1$. We provide various results on the expected values of the renewal cycles and of the absorption time. The adopted approach is based on the analysis of the first-crossing times of a suitable compound Poisson process through linear boundaries. Our analysis includes also some comparisons between suitable stopping times of the considered telegraph process and of the corresponding diffusion process obtained under the classical Kac's scaling conditions.I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.


