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

DOI10.1016/0378-4371(93)90255-3MaRDI QIDQ1330346zbMATH OpenOpenAlexFDO

Authors J. Masoliver, George H. Weiss

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 processjoint distribution of the minimum and maximum displacements

Mathematics Subject Classification ID

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

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Cites work

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

Cited in

(11)

• On the exact distributions of the maximum of the asymmetric telegraph process
• Probability distribution function for the Euclidean distance between two telegraph processes
• Linear combinations of the telegraph random processes driven by partial differential equations
• Telegraph processes with random velocities
• The one-dimensional asymmetric persistent random walk
• On the distribution of the maximum of the telegraph process
• 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
• Some results on the supremum and on the first passage time of the generalized telegraph process

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