On the maximum displacement of a one-dimensional diffusion process described by the telegrapher's equation

DOI10.1016/0378-4371(93)90255-3zbMath0801.60071MaRDI QIDQ1330346

George H. Weiss, Jaume Masoliver

Publication date: 18 July 1994

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-4371(93)90255-3

zbMATH Keywords

diffusion process; joint distribution of the minimum and maximum displacements

Mathematics Subject Classification ID

60J70: Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.)

Related Items

Linear combinations of the telegraph random processes driven by partial differential equations, Telegraph processes with random velocities, The one-dimensional asymmetric persistent random walk, Generalised ‘Arcsine’ laws for run-and-tumble particle in one dimension, Smoluchowski flux and lamb-lion problems for random walks and Lévy flights with a constant drift, The explicit probability distribution of the sum of two telegraph processes, Run-and-tumble particle in inhomogeneous media in one dimension, Probability Distribution Function for the Euclidean Distance Between Two Telegraph Processes

Cites Work

• Probability law, flow function, maximum distribution of wave-governed random motions and their connections with Kirchhoff's laws
• A stochastic model related to the telegrapher's equation
• Heat waves
• The Asymptotic Distribution of the Range of Sums of Independent Random Variables