| Article ID: | iaor1999339 |
| Country: | United States |
| Volume: | 11 |
| Issue: | 1 |
| Start Page Number: | 9 |
| End Page Number: | 28 |
| Publication Date: | Jan 1998 |
| Journal: | Journal of Applied Mathematics and Stochastic Analysis |
| Authors: | Mika Janusz R., Banasiak Jacek |
| Keywords: | telegraph equations, random walk |
In the paper we analyze singularly perturbed telegraph systems applying the newly developed compressed asymptotic method and show that the diffusion equation is an asymptotic limit of singularly perturbed telegraph system of equations. The results are applied to the random walk theory for which the relationship between correlated and uncorrelated random walks is explained in asymptotic terms.