On the vector process obtained by iterated integration of the telegraph signal.
Fractional Poisson processes and related planar random motions.
Randomly forced vibrations of a string
How the maximum of gaussian random walks and fields is influenced by changes of the variances.
In this paper we present an analytical proof of the fact that the maximum of gaussian random walks exceeds an arbitrary level b with a probability that is an increasing function of the step variances. An analogous result for stochastic integrals is also obtained.
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