Random motions governed by third-order equations
- 1 December 1990
- journal article
- Published by Cambridge University Press (CUP) in Advances in Applied Probability
- Vol. 22 (4) , 915-928
- https://doi.org/10.2307/1427568
Abstract
In this paper we analyse the motion of a particle P whose velocity is represented by a three-valued telegraph process. We prove that the probability law of the process describing the position of P is a solution of a third-order, linear, partial differential equation.We obtain probability distributions of some generalised versions of the process of random signals, as well as other probabilistic features of the related process.Finally, accelerated motions of P (where acceleration follows the classical telegraph process) are also analysed.Keywords
This publication has 2 references indexed in Scilit:
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