FROM PERSISTENT RANDOM WALK TO THE TELEGRAPH NOISE

DOI10.1142/S0219493710002905zbMath1196.60082arXiv0810.0650MaRDI QIDQ3578405

Pierre Vallois, Samuel Herrmann

Publication date: 20 July 2010

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0810.0650

zbMATH Keywords

weak convergenceMarkov chainspersistencetelegraph equationrandom walkdiffusion limitintegral representation of solutionscorrelated processes

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50)

Related Items (6)

Long time behavior of telegraph processes under convex potentials ⋮ Run and tumble particle under resetting: a renewal approach ⋮ Quantitative Estimates for the Long-Time Behavior of an Ergodic Variant of the Telegraph Process ⋮ Kinetic walks for sampling ⋮ Some simple but challenging Markov processes ⋮ The speed of a random walk excited by its recent history

Cites Work

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• Weak approximation of the Brownian sheet from a Poisson process in the plane
• Some applications of persistent random walks and the telegrapher's equation
• The correlated random walk
• Correlated Processes and the Composition of Generators
• A Diffusion Limit for Generalized Correlated Random Walks
• ON DIFFUSION BY DISCONTINUOUS MOVEMENTS, AND ON THE TELEGRAPH EQUATION
• A Note on the Theory of Moment Generating Functions

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