Random motions governed by third-order equations
Keyword(s):
In this paper we analyse the motion of a particle P whose velocity is represented by a three-valued telegraph process. We prove that the probability law of the process describing the position of P is a solution of a third-order, linear, partial differential equation.We obtain probability distributions of some generalised versions of the process of random signals, as well as other probabilistic features of the related process.Finally, accelerated motions of P (where acceleration follows the classical telegraph process) are also analysed.
1990 ◽
Vol 22
(04)
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pp. 915-928
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1927 ◽
Vol s2-26
(1)
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pp. 81-94
1963 ◽
Vol 16
(3)
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pp. 331-351
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