We investigate a generalization of the randomly accelerated motion obtained by iterated integration of the telegraph signal. We give the exact and explicit expression for the cumulative distribution function, conditionally on the number n of Poisson events, when n is sufficiently small. The unconditional mean value and variance are also obtained.
Some Results on Generalized Accelerated Motions Driven by the Telegraph Process
Meoli A.
2021-01-01
Abstract
We investigate a generalization of the randomly accelerated motion obtained by iterated integration of the telegraph signal. We give the exact and explicit expression for the cumulative distribution function, conditionally on the number n of Poisson events, when n is sufficiently small. The unconditional mean value and variance are also obtained.File in questo prodotto:
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