Probability law, flow function, maximum distribution of wave-governed random motions and their connections with Kirchoff's laws

Enzo Orsingher

Stochastic Processes and their Applications, 1990, vol. 34, issue 1, 49-66

Abstract: In this paper we derive the explicit form of the probability law and of the associated flow function of a random motion governed by the telegraph equation. Connections of this law with the transition function of Brownian motion are explored. Lower bounds for the distribution of its maximum are obtained and some particular distributions of its maximum, conditioned by the number of velocity reversals, are presented. Finally some versions of motion admitting annihilation are proven to be connected with Kirchoff's laws of electrical circuits.

Keywords: telegraph; equation; Bessel; functions; distribution; of; the; maximum; Brownian; motion; Kirchoff's; laws (search for similar items in EconPapers)
Date: 1990
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Citations: View citations in EconPapers (18)

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