We present a reflection principle for a wide class of symmetric random motions with finite velocities. We propose a deterministic argument which is then applied to trajectories of stochastic processes. In the case of symmetric correlated random walks and the symmetric telegraph process, we provide a probabilistic result recalling the classical reflection principle for Brownian motion, but where the initial velocity has a crucial role. In the case of the telegraph process we also present some consequences which lead to further reflection-type characteristics of the motion.

Reflection principle for finite-velocity random motions / Cinque, Fabrizio. - In: JOURNAL OF APPLIED PROBABILITY. - ISSN 0021-9002. - (2022), pp. 1-14. [10.1017/jpr.2022.58]

Reflection principle for finite-velocity random motions

Fabrizio Cinque
2022

Abstract

We present a reflection principle for a wide class of symmetric random motions with finite velocities. We propose a deterministic argument which is then applied to trajectories of stochastic processes. In the case of symmetric correlated random walks and the symmetric telegraph process, we provide a probabilistic result recalling the classical reflection principle for Brownian motion, but where the initial velocity has a crucial role. In the case of the telegraph process we also present some consequences which lead to further reflection-type characteristics of the motion.
2022
reflection principle; telegraph process; random walks; distribution of the maximum; induction principle
01 Pubblicazione su rivista::01a Articolo in rivista
Reflection principle for finite-velocity random motions / Cinque, Fabrizio. - In: JOURNAL OF APPLIED PROBABILITY. - ISSN 0021-9002. - (2022), pp. 1-14. [10.1017/jpr.2022.58]
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11573/1662889
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