The explicit probability distribution of the sum of two telegraph processes

DOI10.1142/S0219493715500136zbMath1317.60131arXiv1402.6866OpenAlexW2024464156MaRDI QIDQ5251130

Alexander D. Kolesnik

Publication date: 22 May 2015

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

Full work available at URL: https://arxiv.org/abs/1402.6866

zbMATH Keywords

probability distributionhypergeometric functiontelegraph equationrandom evolutiontelegraph processespersistent random walk

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Brownian motion (60J65) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Special processes (60K99) Diffusion processes (60J60) Transport processes in time-dependent statistical mechanics (82C70) Dynamics of random walks, random surfaces, lattice animals, etc. in time-dependent statistical mechanics (82C41) Higher-order hyperbolic equations (35L25)

Related Items (7)

Orthogonal run-and-tumble walks ⋮ Linear combinations of the telegraph random processes driven by partial differential equations ⋮ Stochastic dynamics of generalized planar random motions with orthogonal directions ⋮ Quantitative control of Wasserstein distance between Brownian motion and the Goldstein-Kac telegraph process ⋮ Some results on the telegraph process confined by two non-standard boundaries ⋮ Certain functionals of squared telegraph processes ⋮ Probabilistic analysis of systems alternating for state-dependent dichotomous noise

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