Probability law, flow function, maximum distribution of wave-governed random motions and their connections with Kirchhoff's laws (Q908590)

Let N be a Poisson process with rate \(\lambda\) (N(0)\(\equiv 0)\), and \(V(t)=V(0)(-1)^{N(t)}\), with \(V(0)=+C\) or -C with probability 1/2, and \(X(t)=\int^{t}_{0}V(s)ds\). The explicit law p(x,t) for X(t) is given in theorem 1 ({\S} 2) and the covariance is calculated in Lemma 1 ({\S} 3). A central limit theorem \[ \lim p(x,t)=(2\pi \sigma^ 2t)^{- 1/2}e^{-x^ 2/2\sigma^ 2t}\quad as\quad \lambda,c\to \infty \quad and\quad c^ 2/\lambda \to \sigma^ 2 \] is given as a simple consequence in Lemma 2 ({\S} 4). But the distribution of max(X(s): \(0\leq s\leq t)\) is calculated only for N(t) conditioned \(\leq 5\). If a killing rate \(\mu\) is assumed for a particle moving forward to the right, then the motion resembles the Kirchhoff circuits. This is made explicit in {\S} 6.