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: | Beghin L., Nieddu L., Orsingher E. |
Keywords: | probability |
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.