The distance between the Kac process and the Wiener process with applications to generalized telegraph equations

DOI10.1007/BF01045166zbMath0696.60026MaRDI QIDQ910805

Arnold Janssen

Publication date: 1990

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

zbMATH Keywords

rate of convergencesingular perturbation problemlocal central limit theoremabstract telegraph and heat equations

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Special processes (60K99)

Related Items (5)

On the influence of reflective boundary conditions on the statistics of Poisson-Kac diffusion processes ⋮ Quantitative control of Wasserstein distance between Brownian motion and the Goldstein-Kac telegraph process ⋮ Interplay between degenerate convergence of semigroups and asymptotic analysis: a study of a singularly perturbed abstract telegraph system ⋮ Markovian nature, completeness, regularity and correlation properties of generalized Poisson-Kac processes ⋮ The equation of symmetric Markovian random evolution in a plane

Cites Work

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• A stochastic model related to the telegrapher's equation
• Random evolutions: A survey of results and problems
• Poisson Processes and a Bessel Function Integral
• On M. Kac's probabilistic formula for the solution of the telegraphist's equation
• Differential equations with a small parameter and the central limit theorem for functions defined on a finite Markov chain
• Sur les équations hyperboliques avec petit paramètre
• Theory of Random Evolutions with Applications to Partial Differential Equations

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