On a 2n-valued telegraph signal and the related integrated process
- 1 March 1992
- journal article
- research article
- Published by Taylor & Francis in Stochastics and Stochastic Reports
- Vol. 38 (3) , 159-173
- https://doi.org/10.1080/17442509208833753
Abstract
We consider the stochastic process describing the position of a particle whose velocity changes in sign and magnitude at the occurrences of two independent Poisson processes We decompose the probability law of the process into n components, which jointly yield a solution of a system of n telegraph equations. In the particular case n = 2, the fourth-order equation governing the probability law is presented and its explicit expression is obtained when the Poisson rates are suitably connectedKeywords
This publication has 6 references indexed in Scilit:
- Generalized master equations and the telegrapher's equationPhysica A: Statistical Mechanics and its Applications, 1990
- Random motions governed by third-order equationsAdvances in Applied Probability, 1990
- Probability law, flow function, maximum distribution of wave-governed random motions and their connections with Kirchoff's lawsStochastic Processes and their Applications, 1990
- Random evolutions: A survey of results and problemsRocky Mountain Journal of Mathematics, 1974
- A stochastic model related to the telegrapher's equationRocky Mountain Journal of Mathematics, 1974
- ON DIFFUSION BY DISCONTINUOUS MOVEMENTS, AND ON THE TELEGRAPH EQUATIONThe Quarterly Journal of Mechanics and Applied Mathematics, 1951