Statistics Colloquium, Dr. Shelemyahu Zacks

Title: Telegraph Processes

Abstract: 

Telegraph processes are random processes of two different modes which alternate at random times. For example, consider a particle which travels up at given velocity for a random time, according to a distribution F. Then it turns and travels down at a given velocity for a random time, according to a distribution G. These cycles follow each other for a long time. The lecture shows how to determine the distribution of the location of the particle at specified time t. We discuss also other types of telegraph processes.