Probabilistic analysis of the telegrapher's process with drift by means of relativistic transformations

Probabilistic analysis of the telegrapher's process with drift by means of relativistic transformations

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Article ID: iaor20022074
Country: United States
Volume: 14
Issue: 1
Start Page Number: 11
End Page Number: 25
Publication Date: Jan 2001
Journal: Journal of Applied Mathematics and Stochastic Analysis
Authors: , ,
Keywords: probability
Abstract:

The telegrapher's process with drift is here examined and its distribution is obtained by applying the Lorentz transformation. The related characteristic function as well as the distribution are also derived by solving an initial value problem for the generalized telegraph equation.

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