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Probabilistic analysis of the telegrapher's process with drift by means of relativistic transformations

Authors :
Beghin, L.
Nieddu, L.
Orsingher, E.
Source :
International Journal of Stochastic Analysis; 2001, Vol. 14 Issue: 1
Publication Year :
2001

Abstract

The telegrapher's process with drift is here examined and its distribution is obtained by applying the Lorentz transformation. The related characteristic function as well as the distribution are also derived by solving an initial value problem for the generalized telegraph equation.

Details

Language :
English
ISSN :
20903332 and 20903340
Volume :
14
Issue :
1
Database :
Supplemental Index
Journal :
International Journal of Stochastic Analysis
Publication Type :
Periodical
Accession number :
ejs28373480
Full Text :
https://doi.org/10.1155/S104895330100003X