Probability law, flow function, maximum distribution of wave-governed random motions and their connections with Kirchhoff's laws
From MaRDI portal
Publication:908590
DOI10.1016/0304-4149(90)90056-XzbMath0693.60070OpenAlexW2030706836MaRDI QIDQ908590
Publication date: 1990
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4149(90)90056-x
Related Items
Large deviations for some non-standard telegraph processes ⋮ On the maximum displacement of a one-dimensional diffusion process described by the telegrapher's equation ⋮ Solution to the Fractional Order Euler-Poisson-Darboux Equation ⋮ A note on the conditional probabilities of the telegraph process ⋮ Option Pricing Driven by a Telegraph Process with Random Jumps ⋮ Generalized Telegraph Process with Random Delays ⋮ Properties of the telegrapher's random process with or without a trap ⋮ On prices' evolutions based on geometric telegrapher's process ⋮ A Monte Carlo method for solving the one-dimensional telegraph equations with boundary conditions ⋮ How animals move along? Exactly solvable model of superdiffusive spread resulting from animal's decision making ⋮ Generalized Telegraph Process with Random Jumps ⋮ Generalized integrated telegraph processes and the distribution of related stopping times ⋮ Large Deviations for a Damped Telegraph Process ⋮ First crossing times of telegraph processes with jumps ⋮ On financial markets based on telegraph processes ⋮ Asymptotic Results for Sums of Independent Random Variables with Alternating Laws ⋮ One-dimensional run-and-tumble motions with generic boundary conditions ⋮ Random motions in \(\mathbb{R}^3\) with orthogonal directions ⋮ Quantitative control of Wasserstein distance between Brownian motion and the Goldstein-Kac telegraph process ⋮ Solving the Euler-Poisson-Darboux equation of fractional order ⋮ Parametric estimation for the standard and geometric telegraph process observed at discrete times ⋮ Squirrels can remember little: a random walk with jump reversals induced by a discrete-time renewal process ⋮ On the telegraph process driven by geometric counting process with Poisson-based resetting ⋮ Reflection principle for finite-velocity random motions ⋮ Telegraph process on a hyperbola ⋮ Comparison of simulation and analytical models for the distribution of a group of agents moving in random directions ⋮ PECULIARITIES OF THE DYNAMICS OF A BROWNIAN PARTICLE WITH RANDOM DISTURBANCES ORTHOGONAL TO ITS SPEED ⋮ On the generalized telegraph process with deterministic jumps ⋮ Telegraph process with elastic boundary at the origin ⋮ Overcoming dissipative distortions by a waveform restorer and designer ⋮ A Damped Telegraph Random Process with Logistic Stationary Distribution ⋮ A Generalized Telegraph Process with Velocity Driven by Random Trials ⋮ Probability law and flow function of Brownian motion driven by a generalized telegraph process ⋮ Telegraph random evolutions on a circle ⋮ On the exact distributions of the maximum of the asymmetric telegraph process ⋮ Composition of stochastic processes governed by higher-order parabolic and hyperbolic equations ⋮ Asymptotic results for the absorption time of telegraph processes with elastic boundary at the origin ⋮ First-order condensation transition in the position distribution of a run-and-tumble particle in one dimension ⋮ On telegraph processes, their first passage times and running extrema ⋮ Jump telegraph processes and financial markets with memory ⋮ On the Asymmetric Telegraph Processes ⋮ Telegraph processes with random velocities ⋮ A link between wave governed random motions and ruin processes ⋮ Occupation time distributions for the telegraph process ⋮ Branching random motions, nonlinear hyperbolic systems and travellind waves ⋮ Cyclic random motions in $\mathbb{R}^d$-space withndirections ⋮ Random motions at finite velocity in a non-Euclidean space ⋮ Large deviation principles for telegraph processes ⋮ Delayed and rushed motions through time change ⋮ A four-dimensional random motion at finite speed ⋮ Statistical analysis of the inhomogeneous telegrapher's process ⋮ Optimal dividend policy when cash surplus follows the telegraph process ⋮ Certain functionals of squared telegraph processes ⋮ Stochastic velocity motions and processes with random time ⋮ Probabilistic analysis of systems alternating for state-dependent dichotomous noise ⋮ The equation of symmetric Markovian random evolution in a plane ⋮ Some results on generalized accelerated motions driven by the telegraph process ⋮ Survival probability of a run-and-tumble particle in the presence of a drift ⋮ A planar random motion with an infinite number of directions controlled by the damped wave equation ⋮ Large Deviation Results for Wave Governed Random Motions Driven by Semi-Markov Processes ⋮ Least-squares change-point estimation for the telegraph process observed at discrete times ⋮ On the distribution of the maximum of the telegraph process ⋮ Random walks in an inhomogeneous one-dimensional medium with reflecting and absorbing barriers ⋮ The explicit probability distribution of the sum of two telegraph processes ⋮ On some finite-velocity random motions driven by the geometric counting process ⋮ Generating constrained run-and-tumble trajectories
Cites Work
- Hyperbolic equations arising in random models
- A stochastic model related to the telegrapher's equation
- A planar random motion governed by the two-dimensional telegraph equation
- ON DIFFUSION BY DISCONTINUOUS MOVEMENTS, AND ON THE TELEGRAPH EQUATION
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item