Characteristics of asymmetric switch processes with independent switching times

Henrik Bengtsson, Krzysztof Podgorski
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Abstract

The asymmetric switch process is a binary stochastic process that alternates between the values one and minus one, where the distribution of the time in these states may differ. In this sense, the process is asymmetric, and this paper extends previous work on symmetric switch processes. Two versions of the process are considered: a non-stationary one that starts with either the one or minus one at time zero and a stationary version constructed from the non-stationary one. Characteristics of these two processes, such as the expected values and covariance, are investigated. The main results show an equivalence between the monotonicity of the expected value functions and the distribution of the intervals having a stochastic representation in the form of a sum of random variables, where the number of terms follows a geometric distribution. This representation has a natural interpretation as a model in which switching attempts may fail at random. From these results, conditions are derived when these characteristics lead to valid interval distributions, which is vital in applications.
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具有独立开关时间的非对称开关过程的特征
非对称切换过程是一个在数值 1 和负 1 之间交替的二元随机过程,在这些状态下的时间分布可能不同。从这个意义上说,该过程是非对称的,本文扩展了之前关于对称切换过程的研究。本文考虑了该过程的两个版本:一个是非稳态过程,在零点时从一或负一开始;另一个是由非稳态过程构建的稳态过程。研究了这两个过程的特征,如预期值和协方差。主要结果表明,期望值函数的单调性与区间分布之间是等价的,区间分布以随机变量之和的形式表示,其中项数遵循几何分布。这种表示法可以自然地解释为转换尝试可能随机失败的模型。从这些结果中,我们得出了这些特征导致有效区间分布的条件,这在应用中至关重要。
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