ON THE MAXIMUM DISPLACEMENT OF A ONE-DIMENSIONAL DIFFUSION PROCESS DESCRIBED BY THE TELEGRAPHERS EQUATION

被引：14

作者：

MASOLIVER, J ^{[1
]}

WEISS, GH ^{[1
]}

机构：

[1] NIH,DIV COMP RES & TECHNOL,BETHESDA,MD 20892

来源：

PHYSICA A | 1993年 / 195卷 / 1-2期

关键词：

D O I：

10.1016/0378-4371(93)90255-3

中图分类号：

O4 [物理学];

学科分类号：

0702 ;

摘要：

Recently Orsingher (1990) has derived bounds on the probability distribution of the maximum displacement of a one-dimensional diffusion process whose evolution is described by a telegrapher's equation. Foong has given more precise results for related variables. In this paper we derive an exact expression for this distribution as well as the joint distribution of the minimum and maximum displacements.

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页码：93 / 100

页数：8

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